+825.7%
XYZ vs FTV
+90.8%
+735.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | +0.1% |
| 7D | -1.0% | -4.5% | +3.5% | +3.2% |
| 30D | -1.7% | -7.1% | +5.3% | +4.9% |
| 3M | +16.7% | -7.2% | +23.9% | +23.4% |
| 6M | +26.9% | -1.5% | +28.4% | +26.5% |
| YTD | +27.1% | +3.5% | +23.7% | +19.9% |
| 1Y | +9.3% | +20.3% | -11.1% | -11.2% |
| 3Y | +42.3% | -3.1% | +45.4% | +42.2% |
| 5Y | -69.3% | +2.3% | -71.7% | -70.1% |
| 10Y | +586.8% | +76.3% | +510.5% | +389.7% |
| All | +825.7% | +90.8% | +735.0% | +535.4% |
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