+95.1%
F vs FTV
+79.5%
+15.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +2.1% |
| 7D | +5.3% | -4.5% | +9.8% | +8.5% |
| 30D | +4.6% | -7.1% | +11.6% | +9.6% |
| 3M | -3.7% | -7.2% | +3.5% | +0.3% |
| 6M | +16.8% | -1.5% | +18.3% | +16.1% |
| YTD | +15.3% | +3.5% | +11.8% | +9.3% |
| 1Y | +31.0% | +20.3% | +10.7% | +11.4% |
| 3Y | +45.4% | -3.1% | +48.6% | +40.7% |
| 5Y | +54.7% | +2.3% | +52.3% | +42.5% |
| All | +95.1% | +79.5% | +15.6% | +26.3% |
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