+67.3%
F vs FTV
+109.2%
-41.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -3.1% | +3.9% | -7.0% | -5.5% |
| 30D | 0.0% | +18.7% | -18.6% | -10.7% |
| 3M | -13.2% | +10.0% | -23.2% | -18.9% |
| 6M | -10.2% | +14.6% | -24.8% | -19.1% |
| YTD | -4.9% | +23.4% | -28.4% | -20.1% |
| 1Y | -6.1% | +31.3% | -37.4% | -24.5% |
| 3Y | +46.0% | +39.8% | +6.2% | +9.7% |
| 5Y | -15.7% | +17.7% | -33.4% | -29.4% |
| All | +67.3% | +109.2% | -41.9% | -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