+184.1%
FTI vs FTV
+109.2%
+74.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | +4.3% | +3.9% | +0.4% | +1.5% |
| 30D | -4.7% | +18.7% | -23.3% | -16.1% |
| 3M | -13.5% | +10.0% | -23.5% | -19.9% |
| 6M | -8.7% | +14.6% | -23.3% | -18.8% |
| YTD | +49.0% | +23.4% | +25.6% | +22.3% |
| 1Y | +54.0% | +31.3% | +22.7% | +20.3% |
| 3Y | +211.6% | +39.8% | +171.8% | +125.2% |
| 5Y | +881.9% | +17.7% | +864.2% | +692.3% |
| All | +184.1% | +109.2% | +74.9% | +62.1% |
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