+528.8%
APP vs FTV
+25.8%
+503.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +2.8% |
| 7D | +79.2% | +0.4% | +78.8% | +77.2% |
| 30D | +48.0% | +17.2% | +30.8% | +29.1% |
| 3M | +18.2% | +8.9% | +9.4% | +8.8% |
| 6M | -12.5% | +11.3% | -23.8% | -21.8% |
| YTD | -39.2% | +21.9% | -61.1% | -51.2% |
| 1Y | -33.9% | +31.6% | -65.4% | -51.0% |
| 3Y | +933.3% | +38.1% | +895.2% | +612.3% |
| 5Y | +295.9% | +15.7% | +280.2% | +180.4% |
| All | +528.8% | +25.8% | +503.0% | +331.9% |
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