+264.0%
SPOT vs FTV
+23.6%
+240.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.7% |
| 7D | -0.9% | -4.5% | +3.6% | +1.2% |
| 30D | +12.5% | -7.1% | +19.5% | +16.3% |
| 3M | +9.9% | -7.2% | +17.1% | +12.9% |
| 6M | +1.6% | -1.5% | +3.1% | +1.0% |
| YTD | -6.6% | +3.5% | -10.1% | -10.4% |
| 1Y | -22.9% | +20.3% | -43.3% | -32.1% |
| 3Y | +244.3% | -3.1% | +247.4% | +234.8% |
| 5Y | +117.8% | +2.3% | +115.5% | +102.4% |
| All | +264.0% | +23.6% | +240.5% | +206.9% |
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