+507.8%
V vs FTV
+124.8%
+382.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.8% | -1.4% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | +9.5% | +17.2% | -7.7% | +1.4% |
| 3M | +16.7% | +8.9% | +7.8% | +11.7% |
| 6M | +32.9% | +11.3% | +21.7% | +25.3% |
| YTD | +21.1% | +21.9% | -0.8% | +8.0% |
| 1Y | +26.6% | +31.6% | -4.9% | +8.5% |
| 3Y | +78.4% | +38.1% | +40.3% | +44.8% |
| 5Y | +105.5% | +15.7% | +89.8% | +79.4% |
| 10Y | +444.2% | +107.5% | +336.8% | +244.8% |
| All | +507.8% | +124.8% | +382.9% | +276.9% |
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 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