+70.0%
V vs FTV
+5.1%
+65.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -1.7% | -4.5% | +2.8% | +0.1% |
| 30D | +2.0% | -7.1% | +9.0% | +4.9% |
| 3M | +17.4% | -7.2% | +24.5% | +20.4% |
| 6M | +17.5% | -1.5% | +19.0% | +17.4% |
| YTD | +7.6% | +3.5% | +4.1% | +4.6% |
| 1Y | +7.7% | +20.3% | -12.6% | -2.1% |
| 3Y | +54.7% | -3.1% | +57.8% | +51.9% |
| All | +70.0% | +5.1% | +65.0% | +49.9% |
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