+221.7%
PR vs FTV
+12.0%
+209.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -16.4% | +0.2% | -16.6% | -16.6% |
| 30D | -1.9% | +15.7% | -17.6% | -9.5% |
| 3M | +8.0% | +7.5% | +0.4% | +3.3% |
| 6M | +4.1% | +8.5% | -4.4% | -2.4% |
| YTD | +58.7% | +18.8% | +39.9% | +38.1% |
| 1Y | +75.8% | +28.5% | +47.3% | +44.8% |
| 3Y | +73.2% | +34.0% | +39.2% | +36.6% |
| All | +221.7% | +12.0% | +209.7% | +174.3% |
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 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