+856.2%
XYZ vs FTV
+119.0%
+737.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +12.1% | +0.2% | +11.9% | +12.2% |
| 30D | +12.4% | +15.7% | -3.3% | -1.1% |
| 3M | +8.2% | +7.5% | +0.7% | +1.2% |
| 6M | +20.7% | +8.5% | +12.2% | +10.6% |
| YTD | +31.3% | +18.8% | +12.5% | +9.3% |
| 1Y | +20.5% | +28.5% | -8.0% | -7.0% |
| 3Y | +72.6% | +34.0% | +38.6% | +28.1% |
| 5Y | -64.0% | +12.6% | -76.6% | -68.0% |
| 10Y | +601.8% | +111.4% | +490.4% | +331.2% |
| All | +856.2% | +119.0% | +737.1% | +479.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling