+35.3%
D vs FTV
+77.3%
-42.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.8% |
| 7D | +0.8% | -0.4% | +1.2% | +0.9% |
| 30D | -0.7% | -8.3% | +7.6% | +1.4% |
| 3M | +2.1% | -7.4% | +9.5% | +3.8% |
| 6M | +6.8% | -1.2% | +8.0% | +6.5% |
| YTD | +16.5% | +2.7% | +13.8% | +14.5% |
| 1Y | +19.2% | +18.4% | +0.7% | +12.4% |
| 3Y | +61.9% | -2.0% | +63.9% | +58.2% |
| 5Y | +6.5% | +3.4% | +3.1% | +1.0% |
| 10Y | +35.3% | +78.5% | -43.2% | +3.7% |
| All | +35.3% | +77.3% | -42.0% | +3.7% |
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 2016-09-08 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling