+155.0%
W vs FTV
+90.8%
+64.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.5% |
| 7D | -4.2% | -4.5% | +0.3% | +0.6% |
| 30D | -7.6% | -7.1% | -0.5% | -0.4% |
| 3M | +37.2% | -7.2% | +44.3% | +47.4% |
| 6M | +26.3% | -1.5% | +27.8% | +27.8% |
| YTD | -1.0% | +3.5% | -4.4% | -7.7% |
| 1Y | +20.1% | +20.3% | -0.3% | -5.4% |
| 3Y | +37.8% | -3.1% | +40.9% | +45.5% |
| 5Y | -63.7% | +2.3% | -66.0% | -62.5% |
| 10Y | +156.3% | +76.3% | +80.0% | +78.9% |
| All | +155.0% | +90.8% | +64.2% | +82.7% |
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