+126.9%
FFIV vs FTV
+107.5%
+19.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.6% |
| 7D | -4.2% | +1.4% | -5.6% | -4.8% |
| 30D | -33.9% | +18.3% | -52.2% | -39.5% |
| 3M | -22.6% | +9.8% | -32.4% | -26.6% |
| 6M | -10.4% | +12.3% | -22.7% | -16.4% |
| YTD | +24.3% | +23.1% | +1.2% | +9.6% |
| 1Y | +31.8% | +32.5% | -0.7% | +11.7% |
| 3Y | +99.5% | +38.3% | +61.2% | +63.2% |
| 5Y | +40.7% | +16.8% | +23.9% | +23.1% |
| 10Y | +126.9% | +106.6% | +20.3% | +53.7% |
| All | +126.9% | +107.5% | +19.4% | +53.7% |
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