+29.7%
Q vs FTV
+14.0%
+15.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.6% |
| 7D | +6.7% | -0.4% | +7.1% | +6.9% |
| 30D | -10.6% | -8.3% | -2.3% | -7.5% |
| 3M | -14.6% | -7.4% | -7.2% | -12.0% |
| 6M | +12.1% | -1.2% | +13.3% | +11.9% |
| YTD | +51.3% | +2.7% | +48.6% | +48.9% |
| All | +29.7% | +14.0% | +15.7% | +25.0% |
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