+40.9%
XYZ vs FTV
-3.2%
+44.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | 0.0% |
| 7D | -1.0% | -4.5% | +3.5% | +2.8% |
| 30D | -1.7% | -7.1% | +5.3% | +4.2% |
| 3M | +16.7% | -7.2% | +23.9% | +22.7% |
| 6M | +26.9% | -1.5% | +28.4% | +26.1% |
| YTD | +27.1% | +3.5% | +23.7% | +20.1% |
| 1Y | +9.3% | +20.3% | -11.1% | -11.9% |
| All | +40.9% | -3.2% | +44.1% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling