+284.7%
P vs FTV
+17.3%
+267.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | +11.6% | +3.9% | +7.7% | +9.2% |
| 30D | -23.7% | +18.7% | -42.3% | -31.0% |
| 3M | -8.0% | +10.0% | -18.0% | -13.0% |
| 6M | +27.9% | +14.6% | +13.3% | +17.2% |
| YTD | +61.2% | +23.4% | +37.7% | +38.4% |
| 1Y | +28.6% | +31.3% | -2.7% | +5.5% |
| 3Y | +200.5% | +39.8% | +160.7% | +133.6% |
| All | +284.7% | +17.3% | +267.4% | +234.3% |
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