+281.3%
P vs FTV
+2.3%
+278.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.0% |
| 7D | +6.5% | -4.5% | +11.0% | +9.4% |
| 30D | +18.8% | -7.1% | +25.9% | +24.0% |
| 3M | +26.7% | -7.2% | +33.9% | +31.7% |
| 6M | +62.2% | -1.5% | +63.7% | +61.8% |
| YTD | +48.5% | +3.5% | +45.0% | +41.5% |
| 1Y | +26.4% | +20.3% | +6.0% | +7.7% |
| 3Y | +159.4% | -3.1% | +162.5% | +154.2% |
| All | +281.3% | +2.3% | +278.9% | +237.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling