+977.1%
BE vs FTV
+18.2%
+959.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.6% | -1.7% |
| 7D | +23.9% | -1.3% | +25.2% | +25.5% |
| 30D | +27.8% | -9.5% | +37.4% | +40.5% |
| 3M | +3.7% | -10.9% | +14.6% | +13.4% |
| 6M | +78.0% | -0.6% | +78.6% | +74.6% |
| YTD | +209.9% | +1.4% | +208.5% | +183.9% |
| 1Y | +389.6% | +17.6% | +372.0% | +280.0% |
| 3Y | +1,730.6% | -3.3% | +1,733.8% | +1,661.0% |
| 5Y | +1,227.8% | -0.1% | +1,228.0% | +1,156.9% |
| All | +977.1% | +18.2% | +959.0% | +591.9% |
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