+151.8%
TER vs FTV
+33.2%
+118.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | -20.5% | +0.2% | -20.7% | -20.4% |
| 30D | -47.0% | +15.7% | -62.7% | -52.1% |
| 3M | -43.3% | +7.5% | -50.8% | -46.2% |
| 6M | -42.9% | +8.5% | -51.4% | -46.9% |
| YTD | +12.9% | +18.8% | -5.9% | -5.4% |
| 1Y | +18.2% | +28.5% | -10.4% | -8.8% |
| 3Y | +151.8% | +34.0% | +117.8% | +75.5% |
| All | +151.8% | +33.2% | +118.6% | +75.5% |
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