+186.6%
W vs FTV
+119.0%
+67.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -3.6% | +0.2% | -3.8% | -3.6% |
| 30D | +7.0% | +15.7% | -8.7% | -7.7% |
| 3M | +7.4% | +7.5% | -0.2% | -0.7% |
| 6M | +69.3% | +8.5% | +60.8% | +54.9% |
| YTD | +11.3% | +18.8% | -7.5% | -10.2% |
| 1Y | +13.2% | +28.5% | -15.3% | -16.1% |
| 3Y | +142.0% | +34.0% | +108.0% | +84.2% |
| 5Y | -54.6% | +12.6% | -67.2% | -58.1% |
| 10Y | +243.7% | +111.4% | +132.3% | +108.4% |
| All | +186.6% | +119.0% | +67.6% | +77.8% |
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