+287.7%
PSX vs FTV
+16.7%
+271.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.3% |
| 7D | -7.8% | +1.4% | -9.2% | -8.3% |
| 30D | -9.9% | +18.3% | -28.2% | -15.4% |
| 3M | +16.9% | +9.8% | +7.1% | +12.7% |
| 6M | +48.0% | +12.3% | +35.6% | +40.3% |
| YTD | +98.3% | +23.1% | +75.3% | +78.5% |
| 1Y | +86.2% | +32.5% | +53.6% | +61.7% |
| 3Y | +144.0% | +38.3% | +105.6% | +108.1% |
| 5Y | +287.7% | +16.8% | +270.9% | +226.7% |
| All | +287.7% | +16.7% | +271.1% | +226.7% |
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