+66.1%
T vs FTV
+4.3%
+61.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.2% |
| 7D | -1.5% | -0.4% | -1.1% | -1.5% |
| 30D | +7.6% | -8.3% | +15.9% | +8.8% |
| 3M | +15.3% | -7.4% | +22.7% | +16.4% |
| 6M | -8.5% | -1.2% | -7.3% | -8.5% |
| YTD | +6.8% | +2.7% | +4.1% | +5.7% |
| 1Y | -7.2% | +18.4% | -25.7% | -10.4% |
| 3Y | +108.2% | -2.0% | +110.3% | +105.4% |
| 5Y | +66.1% | +3.4% | +62.6% | +51.8% |
| All | +66.1% | +4.3% | +61.8% | +51.8% |
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 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