+234.1%
TER vs FTV
+17.4%
+216.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.4% | +3.4% |
| 7D | +12.4% | -1.3% | +13.6% | +12.6% |
| 30D | +5.1% | -9.5% | +14.6% | +7.5% |
| 3M | +4.0% | -10.9% | +14.9% | +6.8% |
| 6M | +29.5% | -0.6% | +30.2% | +27.4% |
| YTD | +98.5% | +1.4% | +97.0% | +93.0% |
| 1Y | +234.1% | +17.6% | +216.4% | +187.6% |
| All | +234.1% | +17.4% | +216.7% | +187.6% |
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