+83.9%
ROKU vs FTV
-5.2%
+89.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -0.4% | -4.0% | +3.5% | +2.6% |
| 30D | +2.1% | -11.0% | +13.1% | +11.2% |
| 3M | +29.5% | -8.4% | +37.9% | +36.5% |
| 6M | +53.8% | -2.6% | +56.3% | +52.5% |
| YTD | +42.8% | -0.6% | +43.4% | +37.2% |
| 1Y | +60.7% | +11.0% | +49.8% | +37.4% |
| 3Y | +83.9% | -6.3% | +90.2% | +84.7% |
| All | +83.9% | -5.2% | +89.1% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling