+851.5%
DE vs FTV
+80.7%
+770.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | -2.6% | -4.0% | +1.4% | -0.2% |
| 30D | +9.0% | -11.0% | +20.1% | +16.9% |
| 3M | +19.1% | -8.4% | +27.5% | +25.3% |
| 6M | +14.4% | -2.6% | +16.9% | +15.5% |
| YTD | +45.9% | -0.6% | +46.6% | +44.2% |
| 1Y | +43.6% | +11.0% | +32.6% | +32.0% |
| 3Y | +75.9% | -6.3% | +82.2% | +75.3% |
| 5Y | +98.8% | -1.5% | +100.3% | +87.4% |
| All | +851.5% | +80.7% | +770.8% | +564.7% |
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 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