+371.6%
ALL vs FTV
+109.2%
+262.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +5.0% | +3.9% | +1.1% | +3.4% |
| 30D | +13.3% | +18.7% | -5.3% | +5.8% |
| 3M | +3.2% | +10.0% | -6.8% | -0.9% |
| 6M | +25.3% | +14.6% | +10.8% | +17.8% |
| YTD | +30.5% | +23.4% | +7.0% | +17.8% |
| 1Y | +29.2% | +31.3% | -2.1% | +13.6% |
| 3Y | +119.1% | +39.8% | +79.3% | +81.7% |
| 5Y | +162.6% | +17.7% | +144.9% | +131.1% |
| All | +371.6% | +109.2% | +262.4% | +211.2% |
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