+86.8%
ACN vs FTV
+80.1%
+6.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +2.4% |
| 7D | -7.9% | -5.2% | -2.7% | -5.2% |
| 30D | -1.1% | -11.5% | +10.5% | +5.4% |
| 3M | +5.6% | -9.0% | +14.6% | +10.5% |
| 6M | -9.9% | -2.0% | -7.9% | -9.9% |
| YTD | -32.3% | -0.9% | -31.4% | -32.9% |
| 1Y | -25.3% | +14.8% | -40.1% | -31.9% |
| 3Y | -42.3% | -5.5% | -36.8% | -42.7% |
| 5Y | -43.5% | -1.9% | -41.6% | -45.8% |
| All | +86.8% | +80.1% | +6.7% | +37.9% |
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 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