-3.1%
Z vs FTV
+129.0%
-132.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.3% | +7.1% | +7.8% |
| 7D | +10.2% | +6.6% | +3.6% | +5.3% |
| 30D | +23.7% | +19.1% | +4.6% | +9.0% |
| 3M | -6.6% | +13.1% | -19.6% | -14.6% |
| 6M | -23.0% | +14.0% | -37.0% | -30.5% |
| YTD | -50.3% | +24.2% | -74.5% | -58.3% |
| 1Y | -53.6% | +36.4% | -89.9% | -63.7% |
| 3Y | -10.1% | +39.3% | -49.4% | -31.4% |
| 5Y | -49.8% | +18.7% | -68.5% | -57.3% |
| 10Y | -1.6% | +121.0% | -122.6% | -41.9% |
| All | -3.1% | +129.0% | -132.1% | -42.9% |
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