+62.6%
XYZ vs FTV
+39.2%
+23.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | -1.1% | +3.9% | -5.0% | -3.9% |
| 30D | +11.5% | +18.7% | -7.1% | -1.9% |
| 3M | +1.8% | +10.0% | -8.2% | -5.3% |
| 6M | +21.2% | +14.6% | +6.7% | +7.9% |
| YTD | +29.9% | +23.4% | +6.5% | +7.5% |
| 1Y | +35.8% | +31.3% | +4.5% | +5.7% |
| 3Y | +62.6% | +39.8% | +22.8% | +28.1% |
| All | +62.6% | +39.2% | +23.4% | +28.1% |
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