+203.1%
FITB vs FTV
+109.0%
+94.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +0.8% | +3.7% | -2.9% | -2.0% |
| 30D | +7.3% | +16.8% | -9.5% | -5.1% |
| 3M | -6.3% | +10.4% | -16.7% | -13.7% |
| 6M | +12.6% | +12.8% | -0.3% | +1.3% |
| YTD | +18.0% | +23.3% | -5.3% | -2.7% |
| 1Y | +28.9% | +31.0% | -2.1% | +1.1% |
| 3Y | +139.4% | +38.6% | +100.8% | +73.6% |
| 5Y | +47.2% | +17.6% | +29.7% | +20.4% |
| All | +203.1% | +109.0% | +94.1% | +57.8% |
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