+248.9%
A vs FTV
+78.2%
+170.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.8% |
| 7D | -4.4% | -1.3% | -3.1% | -3.8% |
| 30D | -2.7% | -9.5% | +6.8% | +2.5% |
| 3M | +7.0% | -10.9% | +18.0% | +13.2% |
| 6M | +24.6% | -0.6% | +25.3% | +23.8% |
| YTD | +7.0% | +1.4% | +5.6% | +4.1% |
| 1Y | +15.6% | +17.6% | -2.1% | +3.5% |
| 3Y | +29.9% | -3.3% | +33.2% | +27.9% |
| 5Y | -15.4% | -0.1% | -15.2% | -19.5% |
| 10Y | +248.9% | +82.5% | +166.4% | +146.6% |
| All | +248.9% | +78.2% | +170.7% | +146.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling