+180.5%
PL vs FTV
+21.7%
+158.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -9.3% | -4.5% | -4.8% | -9.1% |
| 30D | -18.9% | -7.1% | -11.9% | -18.7% |
| 3M | -58.4% | -7.2% | -51.2% | -58.0% |
| 6M | -30.3% | -1.5% | -28.8% | -31.2% |
| YTD | -8.1% | +3.5% | -11.6% | -6.0% |
| 1Y | +180.5% | +20.3% | +160.1% | +159.7% |
| All | +180.5% | +21.7% | +158.8% | +159.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling