-43.6%
SE vs FTV
+17.4%
-61.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.8% | -3.9% |
| 7D | -3.6% | -1.3% | -2.4% | -3.5% |
| 30D | -5.3% | -9.5% | +4.2% | -4.1% |
| 3M | +28.1% | -10.9% | +39.0% | +30.0% |
| 6M | +20.7% | -0.6% | +21.3% | +19.5% |
| YTD | -14.8% | +1.4% | -16.2% | -14.6% |
| 1Y | -43.6% | +17.6% | -61.2% | -46.3% |
| All | -43.6% | +17.4% | -61.0% | -46.3% |
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