+606.1%
COST vs FTV
+80.7%
+525.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | -1.2% | -4.0% | +2.8% | -0.1% |
| 30D | -4.7% | -11.0% | +6.3% | -1.7% |
| 3M | -7.1% | -8.4% | +1.3% | -5.1% |
| 6M | -8.5% | -2.6% | -6.0% | -8.4% |
| YTD | +5.4% | -0.6% | +6.0% | +4.4% |
| 1Y | -5.6% | +11.0% | -16.6% | -9.7% |
| 3Y | +68.5% | -6.3% | +74.8% | +67.1% |
| 5Y | +105.2% | -1.5% | +106.8% | +96.9% |
| All | +606.1% | +80.7% | +525.3% | +528.7% |
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