+202.8%
TER vs FTV
+2.3%
+200.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.3% |
| 7D | +0.6% | -4.5% | +5.1% | +4.5% |
| 30D | -8.3% | -7.1% | -1.2% | -2.6% |
| 3M | -12.2% | -7.2% | -5.0% | -8.2% |
| 6M | +17.1% | -1.5% | +18.6% | +15.7% |
| YTD | +84.7% | +3.5% | +81.2% | +69.8% |
| 1Y | +199.9% | +20.3% | +179.6% | +136.7% |
| 3Y | +232.8% | -3.1% | +235.9% | +222.4% |
| All | +202.8% | +2.3% | +200.5% | +158.1% |
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