-38.8%
DOCS vs FTV
+32.7%
-71.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -2.0% |
| 7D | -0.6% | +1.4% | -1.9% | -1.4% |
| 30D | +6.3% | +18.3% | -12.0% | -5.2% |
| 3M | +26.5% | +9.8% | +16.7% | +18.3% |
| 6M | +24.8% | +12.3% | +12.5% | +14.3% |
| YTD | -26.8% | +23.1% | -49.9% | -38.3% |
| 1Y | -38.3% | +32.5% | -70.8% | -50.9% |
| 3Y | +36.0% | +38.3% | -2.3% | 0.0% |
| 5Y | -55.0% | +16.8% | -71.8% | -65.8% |
| All | -38.8% | +32.7% | -71.6% | -54.9% |
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