+26.7%
Q vs FTV
+14.7%
+12.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | +0.2% | -4.6% | +4.8% | +2.2% |
| 30D | -11.1% | -7.2% | -4.0% | -8.4% |
| 3M | -22.1% | -7.3% | -14.8% | -19.8% |
| 6M | +0.5% | -1.6% | +2.1% | +0.3% |
| YTD | +47.8% | +3.3% | +44.5% | +45.2% |
| All | +26.7% | +14.7% | +12.1% | +21.9% |
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