+2.0%
RDW vs FTV
+5.3%
-3.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.6% |
| 7D | +0.9% | -4.0% | +4.8% | +4.1% |
| 30D | -21.3% | -11.0% | -10.3% | -13.7% |
| 3M | -37.9% | -8.4% | -29.5% | -34.3% |
| 6M | +12.3% | -2.6% | +14.8% | +11.2% |
| YTD | +39.7% | -0.6% | +40.4% | +32.5% |
| 1Y | +25.7% | +11.0% | +14.7% | +6.7% |
| 3Y | +230.8% | -6.3% | +237.2% | +236.5% |
| 5Y | -8.8% | -1.5% | -7.2% | -20.3% |
| All | +2.0% | +5.3% | -3.3% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling