+188.6%
W vs FTV
+126.9%
+61.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.7% | -4.7% |
| 7D | +1.1% | +1.4% | -0.3% | 0.0% |
| 30D | +6.4% | +18.3% | -11.9% | -10.3% |
| 3M | +9.0% | +9.8% | -0.9% | -1.4% |
| 6M | +69.8% | +12.3% | +57.5% | +49.8% |
| YTD | +12.1% | +23.1% | -11.0% | -12.8% |
| 1Y | 0.0% | +32.5% | -32.5% | -28.2% |
| 3Y | +160.3% | +38.3% | +122.0% | +91.8% |
| 5Y | -53.3% | +16.8% | -70.1% | -58.4% |
| 10Y | +217.0% | +106.6% | +110.4% | +86.0% |
| All | +188.6% | +126.9% | +61.7% | +72.6% |
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