+27.2%
P vs FTV
+19.1%
+8.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +7.8% | -0.4% | +8.2% | +7.9% |
| 30D | +12.3% | -8.3% | +20.6% | +13.9% |
| 3M | +37.1% | -7.4% | +44.5% | +39.1% |
| 6M | +66.1% | -1.2% | +67.3% | +66.2% |
| YTD | +50.9% | +2.7% | +48.2% | +50.7% |
| 1Y | +27.2% | +18.4% | +8.8% | +21.0% |
| All | +27.2% | +19.1% | +8.1% | +21.0% |
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