+114.1%
DT vs FTV
+17.8%
+96.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | -1.6% | -4.0% | +2.4% | +0.6% |
| 30D | +3.0% | -11.0% | +14.1% | +10.0% |
| 3M | +26.5% | -8.4% | +34.9% | +32.2% |
| 6M | +35.9% | -2.6% | +38.5% | +36.1% |
| YTD | +17.8% | -0.6% | +18.5% | +15.4% |
| 1Y | +4.1% | +11.0% | -6.9% | -5.2% |
| 3Y | +5.3% | -6.3% | +11.6% | +4.4% |
| 5Y | -27.2% | -1.5% | -25.6% | -31.4% |
| All | +114.1% | +17.8% | +96.3% | +92.8% |
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