+96.9%
PSX vs FTV
+37.8%
+59.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.3% | -6.8% | -4.4% |
| 7D | -5.2% | +6.6% | -11.8% | -4.9% |
| 30D | -3.7% | +19.1% | -22.8% | -3.1% |
| 3M | +26.8% | +13.1% | +13.7% | +27.4% |
| 6M | +47.3% | +14.0% | +33.3% | +47.6% |
| YTD | +105.4% | +24.2% | +81.2% | +100.1% |
| 1Y | +96.9% | +36.4% | +60.6% | +85.4% |
| All | +96.9% | +37.8% | +59.1% | +85.4% |
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