+449.1%
PL vs FTV
-3.2%
+452.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.5% |
| 7D | -9.3% | -4.5% | -4.8% | -6.1% |
| 30D | -18.9% | -7.1% | -11.9% | -14.2% |
| 3M | -58.4% | -7.2% | -51.2% | -56.6% |
| 6M | -30.3% | -1.5% | -28.8% | -32.0% |
| YTD | -8.1% | +3.5% | -11.6% | -17.3% |
| 1Y | +180.5% | +20.3% | +160.1% | +108.4% |
| All | +449.1% | -3.2% | +452.3% | +429.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling