+234.9%
ORCL vs FTV
+119.0%
+115.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -11.2% | +0.2% | -11.4% | -11.3% |
| 30D | -18.8% | +15.7% | -34.5% | -23.8% |
| 3M | -18.8% | +7.5% | -26.3% | -21.3% |
| 6M | -39.7% | +8.5% | -48.2% | -42.2% |
| YTD | -39.6% | +18.8% | -58.4% | -44.9% |
| 1Y | -51.7% | +28.5% | -80.3% | -57.7% |
| 3Y | +10.2% | +34.0% | -23.8% | -6.1% |
| 5Y | +30.8% | +12.6% | +18.2% | +18.5% |
| 10Y | +252.1% | +111.4% | +140.7% | +150.6% |
| All | +234.9% | +119.0% | +115.9% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling