+230.8%
RDW vs FTV
-5.2%
+236.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.6% |
| 7D | +0.9% | -4.0% | +4.8% | +4.3% |
| 30D | -21.3% | -11.0% | -10.3% | -13.2% |
| 3M | -37.9% | -8.4% | -29.5% | -34.1% |
| 6M | +12.3% | -2.6% | +14.8% | +10.2% |
| YTD | +39.7% | -0.6% | +40.4% | +30.3% |
| 1Y | +25.7% | +11.0% | +14.7% | +1.3% |
| 3Y | +230.8% | -6.3% | +237.2% | +248.8% |
| All | +230.8% | -5.2% | +236.1% | +248.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling