-53.1%
Z vs FTV
+17.3%
-70.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | +0.8% | +3.9% | -3.1% | -2.3% |
| 30D | +5.2% | +18.7% | -13.5% | -8.3% |
| 3M | -17.0% | +10.0% | -27.1% | -23.2% |
| 6M | -22.7% | +14.6% | -37.2% | -31.4% |
| YTD | -56.3% | +23.4% | -79.7% | -64.1% |
| 1Y | -57.7% | +31.3% | -88.9% | -67.1% |
| 3Y | -16.5% | +39.8% | -56.3% | -41.1% |
| All | -53.1% | +17.3% | -70.4% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling