-49.3%
COMP vs FTV
+29.2%
-78.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | 0.0% | +3.9% | -3.9% | -3.9% |
| 30D | +16.6% | +18.7% | -2.1% | -2.5% |
| 3M | -23.5% | +10.0% | -33.5% | -31.1% |
| 6M | +25.7% | +14.6% | +11.2% | +7.7% |
| YTD | -3.4% | +23.4% | -26.8% | -24.6% |
| 1Y | +7.6% | +31.3% | -23.7% | -22.2% |
| 3Y | +423.6% | +39.8% | +383.8% | +235.7% |
| 5Y | -10.6% | +17.7% | -28.3% | -40.3% |
| All | -49.3% | +29.2% | -78.5% | -66.7% |
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