+78.5%
FTV vs ALK
-38.6%
+117.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | +0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -8.3% | -18.5% | +10.1% | -2.9% |
| 3M | -7.4% | -3.6% | -3.8% | -7.3% |
| 6M | -1.2% | -3.7% | +2.5% | -2.3% |
| YTD | +2.7% | -19.0% | +21.7% | +6.2% |
| 1Y | +18.4% | -36.0% | +54.5% | +30.7% |
| 3Y | -2.0% | +2.3% | -4.4% | -11.2% |
| 5Y | +3.4% | -27.8% | +31.2% | +2.0% |
| 10Y | +78.5% | -39.0% | +117.5% | +52.7% |
| All | +78.5% | -38.6% | +117.1% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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