+1,104.1%
TER vs FTV
+119.0%
+985.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | -20.5% | +0.2% | -20.7% | -20.5% |
| 30D | -47.0% | +15.7% | -62.7% | -52.7% |
| 3M | -43.3% | +7.5% | -50.8% | -46.6% |
| 6M | -42.9% | +8.5% | -51.4% | -47.2% |
| YTD | +12.9% | +18.8% | -5.9% | -5.2% |
| 1Y | +18.2% | +28.5% | -10.4% | -7.1% |
| 3Y | +151.8% | +34.0% | +117.8% | +93.8% |
| 5Y | +54.2% | +12.6% | +41.6% | +34.7% |
| 10Y | +908.2% | +111.4% | +796.8% | +506.3% |
| All | +1,104.1% | +119.0% | +985.1% | +620.2% |
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