+7.4%
FTV vs ALC
+21.6%
-14.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.2% |
| 7D | -0.4% | -3.7% | +3.3% | +1.4% |
| 30D | -8.3% | -3.7% | -4.6% | -6.7% |
| 3M | -7.4% | +4.6% | -12.0% | -9.7% |
| 6M | -1.2% | -14.6% | +13.4% | +5.5% |
| YTD | +2.7% | -11.9% | +14.6% | +7.8% |
| 1Y | +18.4% | -13.1% | +31.6% | +25.0% |
| 3Y | -2.0% | -15.0% | +13.0% | +1.6% |
| 5Y | +3.4% | -16.2% | +19.6% | +5.9% |
| All | +7.4% | +21.6% | -14.2% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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