+196.7%
EXC vs FTV
+109.2%
+87.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +1.4% | +3.9% | -2.5% | +0.1% |
| 30D | +8.6% | +18.7% | -10.1% | +2.7% |
| 3M | +2.4% | +10.0% | -7.6% | -0.9% |
| 6M | +6.5% | +14.6% | -8.1% | +1.4% |
| YTD | +9.0% | +23.4% | -14.4% | +0.3% |
| 1Y | +4.6% | +31.3% | -26.7% | -6.0% |
| 3Y | +33.5% | +39.8% | -6.3% | +12.8% |
| 5Y | +41.4% | +17.7% | +23.7% | +26.2% |
| All | +196.7% | +109.2% | +87.5% | +99.7% |
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