+227.1%
ACWI vs FTV
+107.5%
+119.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.1% |
| 7D | -0.7% | -0.7% | 0.0% | -0.4% |
| 30D | -2.0% | +18.3% | -20.3% | -9.0% |
| 3M | -2.2% | +10.2% | -12.4% | -6.5% |
| 6M | +1.9% | +12.8% | -10.9% | -4.1% |
| YTD | +12.0% | +23.4% | -11.4% | +0.3% |
| 1Y | +12.5% | +31.4% | -18.9% | -2.3% |
| 3Y | +75.4% | +38.7% | +36.7% | +45.6% |
| 5Y | +61.5% | +18.6% | +42.9% | +41.6% |
| 10Y | +227.1% | +110.1% | +117.0% | +122.4% |
| All | +227.1% | +107.5% | +119.7% | +122.4% |
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