+34.5%
D vs FTV
+78.7%
-44.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.2% |
| 7D | +1.5% | -4.5% | +5.9% | +2.6% |
| 30D | -2.6% | -7.1% | +4.5% | -0.8% |
| 3M | 0.0% | -7.2% | +7.2% | +1.6% |
| 6M | +7.4% | -1.5% | +8.9% | +7.1% |
| YTD | +15.9% | +3.5% | +12.4% | +13.7% |
| 1Y | +18.1% | +20.3% | -2.2% | +10.9% |
| 3Y | +58.4% | -3.1% | +61.5% | +55.4% |
| 5Y | +5.2% | +2.3% | +2.9% | +0.1% |
| All | +34.5% | +78.7% | -44.2% | +2.9% |
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 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