+230.0%
FFIV vs FTV
+80.4%
+149.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | +0.2% |
| 7D | -1.5% | -0.4% | -1.2% | -1.4% |
| 30D | -2.7% | -8.3% | +5.7% | +1.6% |
| 3M | -1.7% | -7.4% | +5.7% | +1.6% |
| 6M | +36.1% | -1.2% | +37.3% | +35.8% |
| YTD | +52.6% | +2.7% | +49.9% | +48.2% |
| 1Y | +21.5% | +18.4% | +3.1% | +9.3% |
| 3Y | +142.7% | -2.0% | +144.7% | +137.3% |
| 5Y | +92.6% | +3.4% | +89.2% | +80.3% |
| All | +230.0% | +80.4% | +149.6% | +132.3% |
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