+174.4%
PR vs FTV
+90.8%
+83.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.0% |
| 7D | +2.9% | -4.5% | +7.4% | +5.8% |
| 30D | +18.0% | -7.1% | +25.1% | +23.2% |
| 3M | +16.9% | -7.2% | +24.0% | +20.4% |
| 6M | +28.2% | -1.5% | +29.7% | +25.8% |
| YTD | +69.3% | +3.5% | +65.9% | +58.9% |
| 1Y | +69.5% | +20.3% | +49.2% | +42.6% |
| 3Y | +81.7% | -3.1% | +84.8% | +74.7% |
| 5Y | +422.2% | +2.3% | +419.9% | +376.1% |
| 10Y | +110.4% | +76.3% | +34.1% | +104.9% |
| All | +174.4% | +90.8% | +83.6% | +172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling