+42.1%
RF vs FTV
+12.0%
+30.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -0.9% | +0.2% | -1.1% | -1.1% |
| 30D | +6.0% | +15.7% | -9.6% | -3.3% |
| 3M | -8.9% | +7.5% | -16.4% | -13.2% |
| 6M | +2.3% | +8.5% | -6.1% | -3.6% |
| YTD | +7.6% | +18.8% | -11.2% | -5.6% |
| 1Y | +21.2% | +28.5% | -7.4% | +0.7% |
| 3Y | +108.5% | +34.0% | +74.5% | +65.0% |
| All | +42.1% | +12.0% | +30.1% | +16.3% |
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