-1.1%
Z vs FTV
+90.8%
-91.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.4% |
| 7D | -3.0% | -4.5% | +1.5% | +0.3% |
| 30D | -4.2% | -7.1% | +2.9% | +1.0% |
| 3M | -3.7% | -7.2% | +3.5% | +1.0% |
| 6M | -24.5% | -1.5% | -23.0% | -24.4% |
| YTD | -49.3% | +3.5% | -52.8% | -51.4% |
| 1Y | -58.7% | +20.3% | -79.0% | -64.8% |
| 3Y | -34.1% | -3.1% | -31.0% | -34.6% |
| 5Y | -64.5% | +2.3% | -66.9% | -66.4% |
| 10Y | -0.5% | +76.3% | -76.8% | -32.9% |
| All | -1.1% | +90.8% | -91.9% | -33.5% |
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