+672.3%
AU vs FTV
+80.7%
+591.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -4.3% | -4.0% | -0.3% | -3.7% |
| 30D | +7.3% | -11.0% | +18.3% | +9.2% |
| 3M | +26.3% | -8.4% | +34.7% | +28.0% |
| 6M | +1.8% | -2.6% | +4.3% | +2.2% |
| YTD | +26.8% | -0.6% | +27.4% | +26.7% |
| 1Y | +66.7% | +11.0% | +55.7% | +64.0% |
| 3Y | +579.1% | -6.3% | +585.4% | +577.7% |
| 5Y | +689.3% | -1.5% | +690.9% | +672.7% |
| All | +672.3% | +80.7% | +591.6% | +512.4% |
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