+75.8%
PR vs FTV
+29.5%
+46.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -16.4% | +0.2% | -16.6% | -16.3% |
| 30D | -1.9% | +15.7% | -17.6% | -1.2% |
| 3M | +8.0% | +7.5% | +0.4% | +8.1% |
| 6M | +4.1% | +8.5% | -4.4% | +3.6% |
| YTD | +58.7% | +18.8% | +39.9% | +54.3% |
| 1Y | +75.8% | +28.5% | +47.3% | +71.6% |
| All | +75.8% | +29.5% | +46.4% | +71.6% |
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