-68.9%
S vs FTV
+12.0%
-80.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -13.4% | +0.2% | -13.7% | -13.6% |
| 30D | -14.0% | +15.7% | -29.6% | -23.9% |
| 3M | +4.9% | +7.5% | -2.7% | -1.5% |
| 6M | +42.0% | +8.5% | +33.5% | +30.5% |
| YTD | +45.1% | +18.8% | +26.3% | +21.2% |
| 1Y | +33.1% | +28.5% | +4.5% | +2.8% |
| 3Y | +40.6% | +34.0% | +6.6% | -1.1% |
| All | -68.9% | +12.0% | -80.8% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling