+46.2%
SLB vs FTV
+37.8%
+8.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.7% |
| 7D | -4.1% | +6.6% | -10.7% | -5.8% |
| 30D | +2.5% | +19.1% | -16.6% | -2.6% |
| 3M | +2.0% | +13.1% | -11.1% | -1.8% |
| 6M | -6.3% | +14.0% | -20.3% | -10.3% |
| YTD | +36.5% | +24.2% | +12.4% | +25.2% |
| 1Y | +46.2% | +36.4% | +9.9% | +26.8% |
| All | +46.2% | +37.8% | +8.5% | +26.8% |
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