-52.2%
RIG vs FTV
+89.3%
-141.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -0.9% |
| 7D | -2.7% | -0.4% | -2.3% | -2.4% |
| 30D | +9.5% | -8.3% | +17.8% | +17.3% |
| 3M | -6.6% | -7.4% | +0.8% | -2.4% |
| 6M | -2.9% | -1.2% | -1.7% | -4.8% |
| YTD | +39.5% | +2.7% | +36.8% | +29.9% |
| 1Y | +82.3% | +18.4% | +63.8% | +49.0% |
| 3Y | -29.6% | -2.0% | -27.5% | -32.9% |
| 5Y | +63.2% | +3.4% | +59.8% | +43.6% |
| 10Y | -45.0% | +78.5% | -123.5% | -64.1% |
| All | -52.2% | +89.3% | -141.6% | -70.2% |
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