+9.5%
S vs FTV
+21.5%
-12.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | -7.7% | -4.6% | -3.1% | -6.1% |
| 30D | -5.3% | -7.2% | +1.8% | -2.8% |
| 3M | +20.3% | -7.3% | +27.5% | +22.8% |
| 6M | +47.4% | -1.6% | +49.0% | +46.6% |
| YTD | +32.5% | +3.3% | +29.2% | +29.9% |
| 1Y | +9.5% | +20.2% | -10.7% | +1.7% |
| All | +9.5% | +21.5% | -12.0% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling