+142.8%
CI vs FTV
+109.2%
+33.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.2% | +3.9% | -2.7% | -0.5% |
| 30D | +2.6% | +18.7% | -16.1% | -4.7% |
| 3M | +7.4% | +10.0% | -2.6% | +2.8% |
| 6M | -0.1% | +14.6% | -14.7% | -6.5% |
| YTD | +9.7% | +23.4% | -13.7% | -1.7% |
| 1Y | +12.1% | +31.3% | -19.2% | -2.4% |
| 3Y | +7.0% | +39.8% | -32.8% | -13.3% |
| 5Y | +49.7% | +17.7% | +32.0% | +29.5% |
| All | +142.8% | +109.2% | +33.6% | +48.7% |
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