+90.1%
RF vs FTV
+2.3%
+87.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | +1.3% | -4.5% | +5.8% | +4.2% |
| 30D | -3.6% | -7.1% | +3.4% | +0.8% |
| 3M | +8.1% | -7.2% | +15.3% | +12.5% |
| 6M | +11.5% | -1.5% | +13.0% | +11.4% |
| YTD | +15.6% | +3.5% | +12.1% | +10.8% |
| 1Y | +15.7% | +20.3% | -4.7% | -0.2% |
| 3Y | +86.9% | -3.1% | +90.0% | +83.5% |
| All | +90.1% | +2.3% | +87.8% | +65.9% |
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