+196.3%
SE vs FTV
-3.2%
+199.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | +0.6% | -0.4% | +1.0% | +0.8% |
| 30D | -0.1% | -8.3% | +8.2% | +3.5% |
| 3M | +34.1% | -7.4% | +41.5% | +37.6% |
| 6M | +23.2% | -1.2% | +24.4% | +22.3% |
| YTD | -11.2% | +2.7% | -13.9% | -13.8% |
| 1Y | -40.5% | +18.4% | -59.0% | -47.1% |
| 3Y | +196.3% | -2.0% | +198.3% | +213.7% |
| All | +196.3% | -3.2% | +199.5% | +213.7% |
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