-24.7%
WULF vs FTV
-2.3%
-22.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.4% |
| 7D | +1.4% | -4.0% | +5.3% | +5.5% |
| 30D | -2.6% | -11.0% | +8.4% | +9.0% |
| 3M | -34.0% | -8.4% | -25.6% | -29.3% |
| 6M | +10.0% | -2.6% | +12.5% | +10.5% |
| YTD | +45.7% | -0.6% | +46.3% | +38.8% |
| 1Y | +57.3% | +11.0% | +46.4% | +28.6% |
| 3Y | +878.9% | -6.3% | +885.3% | +930.3% |
| All | -24.7% | -2.3% | -22.5% | -24.7% |
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 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