-23.5%
RCL vs FTV
+17.4%
-40.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.3% |
| 7D | -2.2% | -1.3% | -0.9% | -1.7% |
| 30D | -15.7% | -9.5% | -6.2% | -12.1% |
| 3M | -8.0% | -10.9% | +2.9% | -3.7% |
| 6M | -10.1% | -0.6% | -9.5% | -11.0% |
| YTD | -5.9% | +1.4% | -7.3% | -8.1% |
| 1Y | -23.5% | +17.6% | -41.1% | -29.6% |
| All | -23.5% | +17.4% | -40.9% | -29.6% |
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