+88.3%
DT vs FTV
+46.2%
+42.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +2.7% | +3.7% | -1.0% | +0.6% |
| 30D | -30.4% | +16.8% | -47.2% | -36.4% |
| 3M | -9.4% | +10.4% | -19.8% | -14.6% |
| 6M | +14.5% | +12.8% | +1.7% | +5.9% |
| YTD | +3.6% | +23.3% | -19.7% | -10.4% |
| 1Y | -3.4% | +31.0% | -34.4% | -19.7% |
| 3Y | -11.1% | +38.6% | -49.7% | -30.5% |
| 5Y | -39.5% | +17.6% | -57.0% | -48.6% |
| All | +88.3% | +46.2% | +42.1% | +49.7% |
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