+367.2%
ORLY vs FTV
+89.3%
+277.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | -2.3% | -0.4% | -2.0% | -2.2% |
| 30D | -8.2% | -8.3% | +0.1% | -5.7% |
| 3M | -3.5% | -7.4% | +3.9% | -1.4% |
| 6M | -9.2% | -1.2% | -8.0% | -9.4% |
| YTD | -5.8% | +2.7% | -8.5% | -7.9% |
| 1Y | -19.3% | +18.4% | -37.7% | -24.9% |
| 3Y | +34.4% | -2.0% | +36.5% | +30.8% |
| 5Y | +117.8% | +3.4% | +114.4% | +104.0% |
| 10Y | +356.9% | +78.5% | +278.4% | +232.0% |
| All | +367.2% | +89.3% | +277.9% | +237.9% |
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