+87.8%
DT vs FTV
+46.3%
+41.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +3.1% | +3.9% | -0.8% | +0.9% |
| 30D | -29.5% | +18.7% | -48.2% | -36.2% |
| 3M | -11.7% | +10.0% | -21.7% | -16.6% |
| 6M | +29.0% | +14.6% | +14.4% | +18.1% |
| YTD | +3.4% | +23.4% | -20.1% | -10.7% |
| 1Y | -4.2% | +31.3% | -35.5% | -20.5% |
| 3Y | -12.8% | +39.8% | -52.6% | -32.2% |
| 5Y | -39.6% | +17.7% | -57.3% | -48.7% |
| All | +87.8% | +46.3% | +41.5% | +49.3% |
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