-68.0%
U vs FTV
+4.3%
-72.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.4% |
| 7D | +4.5% | -0.4% | +4.9% | +4.9% |
| 30D | -0.6% | -8.3% | +7.7% | +9.1% |
| 3M | +48.4% | -7.4% | +55.8% | +58.3% |
| 6M | +115.4% | -1.2% | +116.6% | +109.2% |
| YTD | -3.2% | +2.7% | -5.9% | -10.6% |
| 1Y | -6.0% | +18.4% | -24.5% | -28.9% |
| 3Y | +13.5% | -2.0% | +15.5% | +8.5% |
| 5Y | -68.0% | +3.4% | -71.4% | -75.3% |
| All | -68.0% | +4.3% | -72.3% | -75.3% |
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