+175.5%
FDX vs FTV
+77.3%
+98.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.2% |
| 7D | -3.3% | -0.4% | -2.9% | -3.1% |
| 30D | -1.4% | -8.3% | +6.9% | +3.8% |
| 3M | -4.5% | -7.4% | +2.9% | -0.6% |
| 6M | +9.4% | -1.2% | +10.6% | +9.0% |
| YTD | +36.0% | +2.7% | +33.3% | +31.2% |
| 1Y | +75.5% | +18.4% | +57.1% | +54.6% |
| 3Y | +62.8% | -2.0% | +64.8% | +59.1% |
| 5Y | +64.4% | +3.4% | +61.0% | +52.5% |
| 10Y | +175.5% | +78.5% | +97.0% | +98.5% |
| All | +175.5% | +77.3% | +98.2% | +98.5% |
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