+106.6%
FTV vs ACM
+133.7%
-27.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +1.4% | +6.6% | -5.2% | -1.6% |
| 30D | +18.3% | +19.8% | -1.5% | +8.7% |
| 3M | +9.8% | -3.1% | +13.0% | +10.5% |
| 6M | +12.3% | -11.5% | +23.8% | +17.1% |
| YTD | +23.1% | -24.7% | +47.8% | +37.8% |
| 1Y | +32.5% | -45.1% | +77.6% | +72.2% |
| 3Y | +38.3% | -8.9% | +47.2% | +38.2% |
| 5Y | +16.8% | +5.4% | +11.5% | +7.9% |
| 10Y | +106.6% | +131.1% | -24.5% | +28.0% |
| All | +106.6% | +133.7% | -27.1% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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