+787.6%
P vs FTV
+119.0%
+668.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | -23.8% | +0.2% | -24.0% | -23.8% |
| 30D | -36.6% | +15.7% | -52.3% | -42.2% |
| 3M | +10.9% | +7.5% | +3.4% | +5.7% |
| 6M | +30.0% | +8.5% | +21.5% | +22.3% |
| YTD | +44.4% | +18.8% | +25.6% | +25.6% |
| 1Y | +3.9% | +28.5% | -24.6% | -14.6% |
| 3Y | +176.6% | +34.0% | +142.6% | +119.1% |
| 5Y | +249.3% | +12.6% | +236.7% | +205.2% |
| 10Y | +726.9% | +111.4% | +615.5% | +387.2% |
| All | +787.6% | +119.0% | +668.6% | +427.8% |
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