+48.8%
D vs FTV
+109.0%
-60.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -3.1% | +3.7% | -6.8% | -4.0% |
| 30D | +8.4% | +16.8% | -8.5% | +4.1% |
| 3M | +0.2% | +10.4% | -10.2% | -2.4% |
| 6M | +9.5% | +12.8% | -3.4% | +5.7% |
| YTD | +18.8% | +23.3% | -4.5% | +11.3% |
| 1Y | +14.7% | +31.0% | -16.3% | +5.6% |
| 3Y | +72.9% | +38.6% | +34.4% | +53.5% |
| 5Y | +13.1% | +17.6% | -4.4% | +4.1% |
| All | +48.8% | +109.0% | -60.2% | +9.5% |
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