+707.7%
BE vs FTV
+43.7%
+664.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | +20.5% | +3.7% | +16.8% | +16.6% |
| 30D | -23.4% | +16.8% | -40.2% | -33.9% |
| 3M | -14.9% | +10.4% | -25.2% | -22.6% |
| 6M | -28.1% | +12.8% | -40.9% | -37.3% |
| YTD | +132.4% | +23.3% | +109.1% | +76.7% |
| 1Y | +59.4% | +31.0% | +28.4% | +12.7% |
| 3Y | +1,815.8% | +38.6% | +1,777.3% | +1,183.5% |
| 5Y | +491.3% | +17.6% | +473.7% | +380.8% |
| All | +707.7% | +43.7% | +664.1% | +330.5% |
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