-0.3%
SPOT vs FTV
+37.8%
-38.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +4.6% |
| 7D | +16.6% | +6.6% | +10.0% | +16.8% |
| 30D | +29.9% | +19.1% | +10.8% | +30.7% |
| 3M | +31.3% | +13.1% | +18.2% | +31.6% |
| 6M | +43.2% | +14.0% | +29.2% | +43.4% |
| YTD | +8.1% | +24.2% | -16.1% | +12.8% |
| 1Y | -0.3% | +36.4% | -36.7% | +3.3% |
| All | -0.3% | +37.8% | -38.1% | +3.3% |
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