+379.5%
SE vs FTV
+54.4%
+325.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +1.3% |
| 7D | +3.3% | +0.4% | +2.9% | +3.2% |
| 30D | -18.2% | +17.2% | -35.3% | -25.9% |
| 3M | -31.3% | +8.9% | -40.1% | -35.1% |
| 6M | -10.1% | +11.3% | -21.4% | -17.0% |
| YTD | -38.9% | +21.9% | -60.8% | -47.7% |
| 1Y | -48.0% | +31.6% | -79.6% | -57.9% |
| 3Y | +78.8% | +38.1% | +40.7% | +36.3% |
| 5Y | -77.1% | +15.7% | -92.8% | -80.5% |
| All | +379.5% | +54.4% | +325.1% | +229.3% |
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