+29.8%
XYZ vs FTV
+32.5%
-2.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.8% |
| 7D | +12.6% | +1.4% | +11.2% | +12.0% |
| 30D | +10.8% | +18.3% | -7.5% | +3.3% |
| 3M | +8.4% | +9.8% | -1.5% | +4.2% |
| 6M | +14.3% | +12.3% | +2.0% | +8.5% |
| YTD | +31.5% | +23.1% | +8.4% | +20.4% |
| All | +29.8% | +32.5% | -2.7% | +13.8% |
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 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