+314.7%
A vs FTV
+109.2%
+205.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.5% | +3.9% | -4.4% | -2.4% |
| 30D | 0.0% | +18.7% | -18.7% | -8.7% |
| 3M | +16.7% | +10.0% | +6.7% | +10.6% |
| 6M | +54.8% | +14.6% | +40.3% | +42.8% |
| YTD | +28.8% | +23.4% | +5.4% | +12.7% |
| 1Y | +19.3% | +31.3% | -12.0% | +0.8% |
| 3Y | +65.5% | +39.8% | +25.7% | +33.8% |
| 5Y | +12.1% | +17.7% | -5.6% | -2.6% |
| All | +314.7% | +109.2% | +205.5% | +164.1% |
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