+9.7%
PL vs FTV
+12.1%
-2.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.3% | -5.8% | -6.6% |
| 7D | -20.5% | -0.6% | -19.9% | -20.1% |
| 30D | -38.8% | +13.0% | -51.8% | -44.9% |
| 3M | -49.1% | +6.8% | -55.9% | -52.1% |
| 6M | -69.4% | +8.0% | -77.4% | -72.0% |
| YTD | -42.3% | +18.9% | -61.2% | -53.8% |
| 1Y | -14.2% | +30.8% | -45.0% | -38.0% |
| 3Y | +398.7% | +33.4% | +365.3% | +268.7% |
| All | +9.7% | +12.1% | -2.3% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling