+497.6%
PL vs FTV
+33.5%
+464.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.1% | +10.5% | +10.4% |
| 7D | -6.8% | +0.2% | -7.0% | -7.0% |
| 30D | -29.3% | +15.7% | -45.0% | -36.9% |
| 3M | -44.8% | +7.5% | -52.3% | -47.9% |
| 6M | -68.4% | +8.5% | -76.8% | -71.0% |
| YTD | -36.4% | +18.8% | -55.2% | -48.6% |
| 1Y | +0.7% | +28.5% | -27.8% | -26.4% |
| All | +497.6% | +33.5% | +464.1% | +348.3% |
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 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