+15.7%
RF vs FTV
+21.7%
-6.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +1.3% | -4.5% | +5.8% | +3.1% |
| 30D | -3.6% | -7.1% | +3.4% | -0.9% |
| 3M | +8.1% | -7.2% | +15.3% | +10.8% |
| 6M | +11.5% | -1.5% | +13.0% | +11.2% |
| YTD | +15.6% | +3.5% | +12.1% | +12.6% |
| 1Y | +15.7% | +20.3% | -4.7% | +6.4% |
| All | +15.7% | +21.7% | -6.0% | +6.4% |
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