+414.2%
RF vs FTV
+119.2%
+295.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.1% | +1.0% |
| 7D | -1.6% | -0.6% | -1.0% | -1.2% |
| 30D | +5.0% | +13.0% | -8.0% | -4.4% |
| 3M | -10.0% | +6.8% | -16.8% | -14.8% |
| 6M | +3.3% | +8.0% | -4.7% | -3.8% |
| YTD | +7.9% | +18.9% | -10.9% | -7.9% |
| 1Y | +21.2% | +30.8% | -9.6% | -4.2% |
| 3Y | +105.8% | +33.4% | +72.4% | +56.4% |
| 5Y | +43.7% | +12.7% | +31.0% | +22.4% |
| 10Y | +289.4% | +111.6% | +177.9% | +121.0% |
| All | +414.2% | +119.2% | +295.0% | +190.8% |
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 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