-62.3%
W vs FTV
+5.1%
-67.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.8% |
| 7D | -4.2% | -4.5% | +0.3% | +2.0% |
| 30D | -7.6% | -7.1% | -0.5% | +1.7% |
| 3M | +37.2% | -7.2% | +44.3% | +49.8% |
| 6M | +26.3% | -1.5% | +27.8% | +27.2% |
| YTD | -1.0% | +3.5% | -4.4% | -11.4% |
| 1Y | +20.1% | +20.3% | -0.3% | -15.6% |
| 3Y | +37.8% | -3.1% | +40.9% | +42.5% |
| All | -62.3% | +5.1% | -67.4% | -70.1% |
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