+600.1%
COST vs FTV
+90.8%
+509.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.8% |
| 7D | -3.1% | -4.5% | +1.3% | -2.0% |
| 30D | -2.8% | -7.1% | +4.3% | -0.9% |
| 3M | -5.7% | -7.2% | +1.5% | -4.1% |
| 6M | -8.8% | -1.5% | -7.3% | -8.9% |
| YTD | +6.7% | +3.5% | +3.2% | +4.5% |
| 1Y | -3.6% | +20.3% | -24.0% | -9.8% |
| 3Y | +75.1% | -3.1% | +78.2% | +72.1% |
| 5Y | +108.9% | +2.3% | +106.6% | +98.5% |
| 10Y | +586.2% | +76.3% | +509.9% | +494.3% |
| All | +600.1% | +90.8% | +509.3% | +503.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling