+14.2%
STZ vs FTV
+31.4%
-17.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | 0.0% | +3.7% | -3.7% | -0.6% |
| 30D | +14.7% | +16.8% | -2.1% | +12.1% |
| 3M | +8.8% | +10.4% | -1.6% | +7.3% |
| 6M | +3.1% | +12.8% | -9.8% | +1.1% |
| YTD | +7.9% | +23.3% | -15.4% | +3.7% |
| 1Y | +14.2% | +31.0% | -16.8% | +7.2% |
| All | +14.2% | +31.4% | -17.3% | +7.2% |
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