-19.1%
TE vs FTV
-3.3%
-15.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.7% | -1.9% |
| 7D | +15.0% | -1.3% | +16.3% | +16.3% |
| 30D | -7.5% | -9.5% | +2.0% | +0.8% |
| 3M | -42.0% | -10.9% | -31.1% | -36.4% |
| 6M | -31.4% | -0.6% | -30.8% | -32.4% |
| YTD | -26.5% | +1.4% | -27.9% | -32.0% |
| 1Y | +153.1% | +17.6% | +135.5% | +86.0% |
| All | -19.1% | -3.3% | -15.8% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling