+110.6%
SPOT vs FTV
-3.0%
+113.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +1.1% |
| 7D | -6.9% | -5.2% | -1.7% | -4.0% |
| 30D | +4.1% | -11.5% | +15.7% | +11.5% |
| 3M | +3.7% | -9.0% | +12.7% | +8.4% |
| 6M | -1.6% | -2.0% | +0.4% | -2.6% |
| YTD | -10.2% | -0.9% | -9.2% | -13.0% |
| 1Y | -25.9% | +14.8% | -40.7% | -36.1% |
| 3Y | +235.6% | -5.5% | +241.1% | +224.9% |
| 5Y | +110.6% | -1.9% | +112.4% | +77.3% |
| All | +110.6% | -3.0% | +113.6% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling