+46.9%
PM vs FTV
+37.8%
+9.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.4% |
| 7D | +4.3% | +6.6% | -2.3% | +3.9% |
| 30D | +11.5% | +19.1% | -7.6% | +10.6% |
| 3M | +13.0% | +13.1% | 0.0% | +12.5% |
| 6M | +25.9% | +14.0% | +11.9% | +25.4% |
| YTD | +34.0% | +24.2% | +9.8% | +31.9% |
| 1Y | +46.9% | +36.4% | +10.5% | +39.0% |
| All | +46.9% | +37.8% | +9.1% | +39.0% |
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