+131.9%
AS vs FTV
+15.8%
+116.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.6% |
| 7D | -3.0% | -0.7% | -2.4% | -2.7% |
| 30D | +9.6% | +18.3% | -8.8% | -1.6% |
| 3M | -8.2% | +10.2% | -18.4% | -13.9% |
| 6M | -9.9% | +12.8% | -22.7% | -17.3% |
| YTD | -16.8% | +23.4% | -40.2% | -29.3% |
| 1Y | +3.0% | +31.4% | -28.5% | -17.2% |
| All | +131.9% | +15.8% | +116.1% | +104.0% |
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