+812.9%
P vs FTV
+90.8%
+722.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.0% |
| 7D | +6.5% | -4.5% | +11.0% | +9.7% |
| 30D | +18.8% | -7.1% | +25.9% | +24.4% |
| 3M | +26.7% | -7.2% | +33.9% | +32.0% |
| 6M | +62.2% | -1.5% | +63.7% | +61.8% |
| YTD | +48.5% | +3.5% | +45.0% | +41.3% |
| 1Y | +26.4% | +20.3% | +6.0% | +7.8% |
| 3Y | +159.4% | -3.1% | +162.5% | +154.3% |
| 5Y | +275.8% | +2.3% | +273.4% | +248.7% |
| 10Y | +732.0% | +76.3% | +655.7% | +448.3% |
| All | +812.9% | +90.8% | +722.2% | +493.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling