+176.6%
P vs FTV
+33.2%
+143.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | -23.8% | +0.2% | -24.0% | -23.7% |
| 30D | -36.6% | +15.7% | -52.3% | -41.1% |
| 3M | +10.9% | +7.5% | +3.4% | +6.9% |
| 6M | +30.0% | +8.5% | +21.5% | +24.1% |
| YTD | +44.4% | +18.8% | +25.6% | +28.6% |
| 1Y | +3.9% | +28.5% | -24.6% | -12.9% |
| 3Y | +176.6% | +34.0% | +142.6% | +143.0% |
| All | +176.6% | +33.2% | +143.4% | +143.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling