+54.3%
AR vs FTV
+109.2%
-54.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +7.4% | +3.9% | +3.5% | +5.0% |
| 30D | +5.8% | +18.7% | -12.9% | -4.9% |
| 3M | +5.2% | +10.0% | -4.8% | -1.2% |
| 6M | +5.4% | +14.6% | -9.1% | -4.8% |
| YTD | +12.4% | +23.4% | -11.0% | -5.4% |
| 1Y | +12.8% | +31.3% | -18.5% | -9.1% |
| 3Y | +47.2% | +39.8% | +7.4% | +10.7% |
| 5Y | +101.1% | +17.7% | +83.5% | +67.5% |
| All | +54.3% | +109.2% | -54.9% | -1.9% |
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