+67.3%
DD vs FTV
+80.1%
-12.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | +1.1% |
| 7D | -2.9% | -5.2% | +2.3% | +0.7% |
| 30D | -11.5% | -11.5% | 0.0% | -3.8% |
| 3M | -5.4% | -9.0% | +3.6% | +0.3% |
| 6M | -6.9% | -2.0% | -4.9% | -6.7% |
| YTD | +6.9% | -0.9% | +7.8% | +5.2% |
| 1Y | +35.6% | +14.8% | +20.8% | +19.8% |
| 3Y | +42.5% | -5.5% | +48.1% | +42.5% |
| 5Y | +58.5% | -1.9% | +60.3% | +51.8% |
| All | +67.3% | +80.1% | -12.8% | +23.8% |
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