+17.5%
P vs FTV
+37.8%
-20.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.3% | -7.3% | -5.2% |
| 7D | -19.4% | +6.6% | -26.0% | -19.9% |
| 30D | -22.3% | +19.1% | -41.4% | -24.0% |
| 3M | +33.2% | +13.1% | +20.1% | +31.1% |
| 6M | +53.6% | +14.0% | +39.6% | +51.6% |
| YTD | +66.8% | +24.2% | +42.6% | +63.0% |
| 1Y | +17.5% | +36.4% | -18.8% | +18.7% |
| All | +17.5% | +37.8% | -20.3% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling