-46.5%
COMP vs FTV
+27.6%
-74.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.0% | +2.9% |
| 7D | +14.5% | +0.4% | +14.2% | +14.5% |
| 30D | +14.9% | +17.2% | -2.3% | -2.6% |
| 3M | -14.2% | +8.9% | -23.1% | -21.8% |
| 6M | +23.7% | +11.3% | +12.5% | +9.4% |
| YTD | +2.1% | +21.9% | -19.9% | -19.3% |
| 1Y | +26.2% | +31.6% | -5.4% | -9.0% |
| 3Y | +470.9% | +38.1% | +432.8% | +271.3% |
| 5Y | -14.0% | +15.7% | -29.7% | -41.7% |
| All | -46.5% | +27.6% | -74.1% | -64.3% |
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