+364.6%
ALL vs FTV
+80.4%
+284.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | -4.7% | -8.3% | +3.6% | -1.4% |
| 3M | +18.4% | -7.4% | +25.8% | +21.4% |
| 6M | +20.5% | -1.2% | +21.7% | +20.0% |
| YTD | +23.5% | +2.7% | +20.8% | +20.3% |
| 1Y | +29.0% | +18.4% | +10.5% | +18.0% |
| 3Y | +153.7% | -2.0% | +155.8% | +145.1% |
| 5Y | +114.8% | +3.4% | +111.4% | +97.9% |
| All | +364.6% | +80.4% | +284.2% | +234.4% |
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