+267.7%
PR vs FTV
+17.3%
+250.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +6.0% | +3.9% | +2.1% | +3.9% |
| 30D | -4.2% | +18.7% | -22.9% | -12.8% |
| 3M | +10.0% | +10.0% | -0.1% | +4.0% |
| 6M | +15.6% | +14.6% | +1.1% | +5.2% |
| YTD | +68.2% | +23.4% | +44.8% | +43.4% |
| 1Y | +79.2% | +31.3% | +47.9% | +46.2% |
| 3Y | +94.9% | +39.8% | +55.1% | +50.2% |
| All | +267.7% | +17.3% | +250.3% | +214.8% |
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