+95.7%
QQQ vs FTV
-2.3%
+98.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | -0.6% | -4.0% | +3.4% | +1.5% |
| 30D | -1.2% | -11.0% | +9.8% | +4.8% |
| 3M | -0.2% | -8.4% | +8.2% | +3.8% |
| 6M | +17.9% | -2.6% | +20.5% | +18.0% |
| YTD | +16.6% | -0.6% | +17.3% | +14.0% |
| 1Y | +23.0% | +11.0% | +12.0% | +11.9% |
| 3Y | +92.9% | -6.3% | +99.3% | +90.9% |
| All | +95.7% | -2.3% | +98.0% | +73.9% |
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 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