+755.5%
FN vs FTV
+109.0%
+646.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.1% | -4.1% |
| 7D | +20.8% | +3.7% | +17.1% | +18.2% |
| 30D | -17.3% | +16.8% | -34.1% | -24.7% |
| 3M | -38.1% | +10.4% | -48.5% | -41.7% |
| 6M | -44.2% | +12.8% | -57.1% | -48.6% |
| YTD | -22.3% | +23.3% | -45.6% | -34.1% |
| 1Y | -20.9% | +31.0% | -51.9% | -35.7% |
| 3Y | +111.1% | +38.6% | +72.5% | +66.8% |
| 5Y | +191.8% | +17.6% | +174.3% | +151.4% |
| All | +755.5% | +109.0% | +646.5% | +343.0% |
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