+140.4%
CI vs FTV
+77.3%
+63.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.5% |
| 7D | -2.0% | -0.4% | -1.6% | -1.8% |
| 30D | -1.8% | -8.3% | +6.5% | +1.8% |
| 3M | -4.2% | -7.4% | +3.2% | -1.6% |
| 6M | +2.7% | -1.2% | +3.9% | +2.3% |
| YTD | +1.9% | +2.7% | -0.8% | -1.0% |
| 1Y | -6.3% | +18.4% | -24.7% | -15.0% |
| 3Y | +3.9% | -2.0% | +5.9% | -0.5% |
| 5Y | +41.9% | +3.4% | +38.5% | +28.6% |
| 10Y | +140.4% | +78.5% | +61.9% | +65.4% |
| All | +140.4% | +77.3% | +63.1% | +65.4% |
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