-39.0%
U vs FTV
+20.0%
-59.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.1% |
| 7D | -3.8% | -4.5% | +0.7% | +0.5% |
| 30D | +17.5% | -7.1% | +24.5% | +25.7% |
| 3M | +38.7% | -7.2% | +45.9% | +46.6% |
| 6M | +104.4% | -1.5% | +105.9% | +100.9% |
| YTD | -5.7% | +3.5% | -9.2% | -11.9% |
| 1Y | +3.7% | +20.3% | -16.7% | -18.6% |
| 3Y | +12.3% | -3.1% | +15.4% | +11.4% |
| 5Y | -68.8% | +2.3% | -71.2% | -74.3% |
| All | -39.0% | +20.0% | -59.1% | -53.8% |
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