+211.9%
B vs FTV
+78.2%
+133.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +1.0% | -1.3% | +2.3% | +1.2% |
| 30D | +9.5% | -9.5% | +19.0% | +11.0% |
| 3M | +14.3% | -10.9% | +25.2% | +16.1% |
| 6M | -1.9% | -0.6% | -1.2% | -1.9% |
| YTD | +4.1% | +1.4% | +2.7% | +3.7% |
| 1Y | +56.1% | +17.6% | +38.5% | +52.3% |
| 3Y | +202.0% | -3.3% | +205.3% | +200.3% |
| 5Y | +158.8% | -0.1% | +159.0% | +154.0% |
| 10Y | +211.9% | +82.5% | +129.4% | +166.9% |
| All | +211.9% | +78.2% | +133.7% | +166.9% |
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