+156.3%
FDX vs FTV
+113.3%
+42.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.8% | +1.9% |
| 7D | +0.2% | +0.4% | -0.2% | 0.0% |
| 30D | +9.3% | +17.2% | -7.9% | -0.6% |
| 3M | +0.5% | +8.9% | -8.4% | -4.7% |
| 6M | +5.3% | +11.3% | -6.0% | -2.0% |
| YTD | +38.6% | +21.9% | +16.7% | +20.4% |
| 1Y | +53.5% | +31.6% | +22.0% | +27.1% |
| 3Y | +74.2% | +38.1% | +36.2% | +38.2% |
| 5Y | +75.3% | +15.7% | +59.6% | +52.2% |
| 10Y | +156.3% | +107.5% | +48.8% | +58.8% |
| All | +156.3% | +113.3% | +42.9% | +58.8% |
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