+44.3%
AR vs FTV
+78.2%
-33.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.8% |
| 7D | -1.2% | -1.3% | +0.1% | -0.4% |
| 30D | +5.5% | -9.5% | +15.0% | +11.8% |
| 3M | +12.9% | -10.9% | +23.8% | +19.4% |
| 6M | +0.1% | -0.6% | +0.7% | -2.2% |
| YTD | +13.5% | +1.4% | +12.1% | +7.9% |
| 1Y | +21.6% | +17.6% | +3.9% | +4.2% |
| 3Y | +46.0% | -3.3% | +49.2% | +39.2% |
| 5Y | +143.7% | -0.1% | +143.9% | +123.8% |
| 10Y | +44.3% | +82.5% | -38.2% | -0.2% |
| All | +44.3% | +78.2% | -33.9% | -0.2% |
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