+16.7%
S vs FTV
-0.9%
+17.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +1.0% |
| 7D | -7.7% | -4.5% | -3.2% | -4.9% |
| 30D | -5.3% | -7.1% | +1.7% | -0.7% |
| 3M | +20.3% | -7.2% | +27.4% | +25.0% |
| 6M | +47.4% | -1.5% | +48.9% | +47.0% |
| YTD | +32.5% | +3.5% | +29.1% | +26.5% |
| 1Y | +9.5% | +20.3% | -10.8% | -7.6% |
| All | +16.7% | -0.9% | +17.6% | +13.9% |
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