+3,800.0%
FIX vs FTV
+113.3%
+3,686.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.6% | +6.8% | +7.5% |
| 7D | -7.2% | +0.4% | -7.6% | -7.4% |
| 30D | -35.1% | +17.2% | -52.3% | -42.2% |
| 3M | -34.3% | +8.9% | -43.1% | -38.4% |
| 6M | -42.9% | +11.3% | -54.2% | -47.8% |
| YTD | +19.5% | +21.9% | -2.5% | -0.8% |
| 1Y | +16.8% | +31.6% | -14.8% | -9.0% |
| 3Y | +506.7% | +38.1% | +468.6% | +357.4% |
| 5Y | +1,046.7% | +15.7% | +1,031.0% | +872.9% |
| 10Y | +3,800.0% | +107.5% | +3,692.5% | +1,973.9% |
| All | +3,800.0% | +113.3% | +3,686.6% | +1,973.9% |
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