+216.7%
CTVA vs FTV
+13.3%
+203.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | -4.5% | -4.0% | -0.6% | -2.7% |
| 30D | +11.3% | -11.0% | +22.3% | +17.3% |
| 3M | +12.3% | -8.4% | +20.7% | +16.2% |
| 6M | +7.2% | -2.6% | +9.7% | +7.0% |
| YTD | +26.0% | -0.6% | +26.6% | +23.5% |
| 1Y | +16.0% | +11.0% | +5.1% | +7.1% |
| 3Y | +73.9% | -6.3% | +80.3% | +72.5% |
| 5Y | +103.8% | -1.5% | +105.3% | +92.7% |
| All | +216.7% | +13.3% | +203.4% | +178.6% |
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