+286.5%
C vs FTV
+77.3%
+209.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.2% |
| 7D | +3.2% | -0.4% | +3.6% | +3.5% |
| 30D | +1.3% | -8.3% | +9.6% | +7.7% |
| 3M | +3.1% | -7.4% | +10.5% | +8.3% |
| 6M | +29.6% | -1.2% | +30.8% | +29.6% |
| YTD | +19.0% | +2.7% | +16.3% | +14.3% |
| 1Y | +45.6% | +18.4% | +27.2% | +25.0% |
| 3Y | +269.3% | -2.0% | +271.3% | +258.3% |
| 5Y | +131.6% | +3.4% | +128.2% | +109.1% |
| 10Y | +286.5% | +78.5% | +208.0% | +151.5% |
| All | +286.5% | +77.3% | +209.2% | +151.5% |
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