-46.2%
SE vs FTV
+31.1%
-77.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.5% | +3.9% | -4.4% | -1.0% |
| 30D | -20.9% | +18.7% | -39.6% | -22.0% |
| 3M | -38.9% | +10.0% | -48.9% | -39.3% |
| 6M | -19.4% | +14.6% | -34.0% | -20.4% |
| YTD | -40.9% | +23.4% | -64.4% | -41.4% |
| 1Y | -46.2% | +31.3% | -77.5% | -44.9% |
| All | -46.2% | +31.1% | -77.3% | -44.9% |
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 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