-80.8%
FIG vs FTV
+11.9%
-92.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.2% |
| 7D | -12.2% | -5.2% | -7.0% | -11.0% |
| 30D | -11.0% | -11.5% | +0.5% | -8.1% |
| 3M | +11.9% | -9.0% | +20.9% | +14.2% |
| 6M | -21.9% | -2.0% | -19.9% | -23.4% |
| YTD | -40.8% | -0.9% | -39.8% | -41.3% |
| 1Y | -56.6% | +14.8% | -71.4% | -56.7% |
| All | -80.8% | +11.9% | -92.7% | -80.6% |
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