+492.2%
COR vs FTV
+109.2%
+383.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +2.9% |
| 7D | +7.8% | +3.9% | +3.9% | +6.6% |
| 30D | +7.0% | +18.7% | -11.7% | +1.8% |
| 3M | +16.3% | +10.0% | +6.2% | +12.9% |
| 6M | +41.3% | +14.6% | +26.7% | +35.2% |
| YTD | +7.1% | +23.4% | -16.3% | -0.6% |
| 1Y | -0.8% | +31.3% | -32.1% | -9.9% |
| 3Y | +85.0% | +39.8% | +45.2% | +59.2% |
| 5Y | +203.9% | +17.7% | +186.2% | +174.2% |
| All | +492.2% | +109.2% | +383.0% | +323.9% |
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