+38.2%
T vs FTV
+126.9%
-88.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | +2.6% | +1.4% | +1.2% | +2.2% |
| 30D | -1.1% | +18.3% | -19.4% | -5.4% |
| 3M | -7.7% | +9.8% | -17.6% | -10.2% |
| 6M | -10.6% | +12.3% | -23.0% | -13.7% |
| YTD | -7.5% | +23.1% | -30.5% | -13.6% |
| 1Y | -7.4% | +32.5% | -40.0% | -15.4% |
| 3Y | +63.1% | +38.3% | +24.7% | +43.0% |
| 5Y | +55.2% | +16.8% | +38.3% | +41.7% |
| 10Y | +58.8% | +106.6% | -47.8% | +17.3% |
| All | +38.2% | +126.9% | -88.8% | +1.4% |
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