-37.1%
DOCS vs FTV
+33.1%
-70.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +2.6% | +3.9% | -1.3% | -0.1% |
| 30D | +11.4% | +18.7% | -7.2% | -0.9% |
| 3M | +25.4% | +10.0% | +15.4% | +17.1% |
| 6M | +42.5% | +14.6% | +28.0% | +28.6% |
| YTD | -24.7% | +23.4% | -48.1% | -36.7% |
| 1Y | -32.9% | +31.3% | -64.2% | -46.2% |
| 3Y | +39.6% | +39.8% | -0.2% | +1.7% |
| 5Y | -54.6% | +17.7% | -72.3% | -65.7% |
| All | -37.1% | +33.1% | -70.2% | -53.7% |
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