-54.1%
Z vs FTV
+12.7%
-66.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.3% | -6.4% | -7.1% |
| 7D | -2.3% | -0.6% | -1.6% | -1.3% |
| 30D | +9.4% | +13.0% | -3.7% | -0.8% |
| 3M | -16.1% | +6.8% | -22.9% | -20.3% |
| 6M | -30.4% | +8.0% | -38.5% | -35.2% |
| YTD | -55.6% | +18.9% | -74.5% | -62.3% |
| 1Y | -58.5% | +30.8% | -89.3% | -67.8% |
| 3Y | -19.6% | +33.4% | -53.0% | -40.8% |
| 5Y | -54.1% | +12.7% | -66.8% | -66.4% |
| All | -54.1% | +12.7% | -66.8% | -66.4% |
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 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