+95.5%
DOCU vs FTV
+55.2%
+40.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.6% |
| 7D | -3.4% | +1.4% | -4.7% | -4.1% |
| 30D | +9.3% | +18.3% | -9.0% | -0.5% |
| 3M | +30.2% | +9.8% | +20.4% | +23.2% |
| 6M | +62.1% | +12.3% | +49.8% | +50.6% |
| YTD | +13.5% | +23.1% | -9.5% | -0.6% |
| 1Y | +11.5% | +32.5% | -21.0% | -6.6% |
| 3Y | +89.5% | +38.3% | +51.2% | +52.7% |
| 5Y | -69.6% | +16.8% | -86.5% | -74.0% |
| All | +95.5% | +55.2% | +40.2% | +57.7% |
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