+0.1%
DOW vs FTV
+33.6%
-33.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +5.2% | +3.9% | +1.3% | +2.5% |
| 30D | +13.2% | +18.7% | -5.5% | +0.7% |
| 3M | +10.1% | +10.0% | +0.1% | +2.6% |
| 6M | -13.1% | +14.6% | -27.6% | -22.6% |
| YTD | +46.1% | +23.4% | +22.7% | +21.0% |
| 1Y | +50.0% | +31.3% | +18.7% | +18.9% |
| 3Y | -20.2% | +39.8% | -60.0% | -40.4% |
| 5Y | -27.7% | +17.7% | -45.4% | -40.1% |
| All | +0.1% | +33.6% | -33.5% | -22.4% |
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