+5.3%
WMT vs FTV
+14.7%
-9.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.4% |
| 7D | 0.0% | -4.0% | +4.0% | -0.1% |
| 30D | -7.4% | -11.0% | +3.6% | -7.8% |
| 3M | -10.9% | -8.4% | -2.5% | -11.1% |
| 6M | -12.7% | -2.6% | -10.1% | -12.7% |
| YTD | -3.2% | -0.6% | -2.6% | -4.4% |
| 1Y | +5.3% | +11.0% | -5.7% | +4.7% |
| All | +5.3% | +14.7% | -9.5% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling