+67.2%
F vs FTV
+109.0%
-41.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -3.9% | +3.7% | -7.6% | -6.2% |
| 30D | -0.5% | +16.8% | -17.3% | -10.3% |
| 3M | -12.9% | +10.4% | -23.3% | -18.8% |
| 6M | +1.5% | +12.8% | -11.3% | -7.7% |
| YTD | -5.0% | +23.3% | -28.3% | -20.1% |
| 1Y | -7.3% | +31.0% | -38.3% | -25.4% |
| 3Y | +45.3% | +38.6% | +6.7% | +9.9% |
| 5Y | -15.8% | +17.6% | -33.3% | -29.4% |
| All | +67.2% | +109.0% | -41.8% | -7.4% |
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