+27.5%
FTV vs ALC
+32.2%
-4.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.4% | +2.5% |
| 7D | +0.4% | +2.1% | -1.7% | -0.7% |
| 30D | +17.2% | +17.2% | 0.0% | +8.4% |
| 3M | +8.9% | +4.6% | +4.2% | +6.1% |
| 6M | +11.3% | +20.1% | -8.8% | +1.1% |
| YTD | +21.9% | -4.2% | +26.1% | +22.7% |
| 1Y | +31.6% | +2.1% | +29.5% | +28.0% |
| 3Y | +38.1% | +4.5% | +33.6% | +28.3% |
| 5Y | +15.7% | -12.3% | +28.0% | +16.3% |
| All | +27.5% | +32.2% | -4.7% | -9.4% |
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