+595.9%
COST vs FTV
+89.3%
+506.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.4% |
| 7D | -3.2% | -0.4% | -2.8% | -3.1% |
| 30D | -4.0% | -8.3% | +4.3% | -1.8% |
| 3M | -6.5% | -7.4% | +0.9% | -4.8% |
| 6M | -8.5% | -1.2% | -7.3% | -8.7% |
| YTD | +6.0% | +2.7% | +3.3% | +4.1% |
| 1Y | -5.8% | +18.4% | -24.2% | -11.4% |
| 3Y | +71.8% | -2.0% | +73.9% | +68.3% |
| 5Y | +106.2% | +3.4% | +102.8% | +95.5% |
| 10Y | +602.0% | +78.5% | +523.6% | +508.5% |
| All | +595.9% | +89.3% | +506.5% | +501.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling