+220.1%
C vs FTV
+113.3%
+106.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.2% | +0.5% |
| 7D | -0.9% | +0.4% | -1.3% | -1.2% |
| 30D | -5.4% | +17.2% | -22.6% | -15.8% |
| 3M | -9.2% | +8.9% | -18.0% | -15.0% |
| 6M | -1.8% | +11.3% | -13.1% | -10.0% |
| YTD | +6.7% | +21.9% | -15.3% | -9.8% |
| 1Y | +23.5% | +31.6% | -8.0% | -1.6% |
| 3Y | +219.8% | +38.1% | +181.7% | +139.7% |
| 5Y | +112.4% | +15.7% | +96.7% | +77.7% |
| 10Y | +220.1% | +107.5% | +112.6% | +68.5% |
| All | +220.1% | +113.3% | +106.8% | +68.5% |
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