-70.9%
S vs FTV
+5.1%
-76.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +1.2% |
| 7D | -7.7% | -4.5% | -3.2% | -4.0% |
| 30D | -5.3% | -7.1% | +1.7% | +0.7% |
| 3M | +20.3% | -7.2% | +27.4% | +26.4% |
| 6M | +47.4% | -1.5% | +48.9% | +46.8% |
| YTD | +32.5% | +3.5% | +29.1% | +24.4% |
| 1Y | +9.5% | +20.3% | -10.8% | -11.7% |
| 3Y | +15.5% | -3.1% | +18.6% | +12.1% |
| All | -70.9% | +5.1% | -76.0% | -75.4% |
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