+589.4%
SE vs FTV
+31.0%
+558.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.3% |
| 7D | -6.1% | -4.5% | -1.6% | -3.4% |
| 30D | -2.5% | -7.1% | +4.6% | +2.0% |
| 3M | +21.7% | -7.2% | +28.9% | +26.3% |
| 6M | +27.0% | -1.5% | +28.5% | +26.3% |
| YTD | -12.1% | +3.5% | -15.6% | -16.4% |
| 1Y | -40.9% | +20.3% | -61.3% | -49.7% |
| 3Y | +191.0% | -3.1% | +194.1% | +181.6% |
| 5Y | -68.3% | +2.3% | -70.6% | -70.6% |
| All | +589.4% | +31.0% | +558.3% | +426.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling