+412.4%
RF vs FTV
+119.0%
+293.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.1% |
| 3M | -8.9% | +7.5% | -16.4% | -14.2% |
| 6M | +2.3% | +8.5% | -6.1% | -5.0% |
| YTD | +7.6% | +18.8% | -11.2% | -8.2% |
| 1Y | +21.2% | +28.5% | -7.4% | -2.9% |
| 3Y | +108.5% | +34.0% | +74.5% | +57.8% |
| 5Y | +43.2% | +12.6% | +30.6% | +22.1% |
| 10Y | +288.1% | +111.4% | +176.7% | +120.3% |
| All | +412.4% | +119.0% | +293.4% | +190.0% |
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