+107.5%
FTV vs ALK
-37.5%
+144.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.4% | +0.6% |
| 7D | +0.4% | +8.9% | -8.5% | -2.2% |
| 30D | +17.2% | +5.9% | +11.2% | +14.9% |
| 3M | +8.9% | -16.5% | +25.4% | +14.0% |
| 6M | +11.3% | +2.1% | +9.2% | +8.6% |
| YTD | +21.9% | -17.1% | +39.0% | +24.6% |
| 1Y | +31.6% | -2.9% | +34.4% | +27.6% |
| 3Y | +38.1% | +24.5% | +13.6% | +17.2% |
| 5Y | +15.7% | -29.1% | +44.8% | +14.7% |
| 10Y | +107.5% | -39.1% | +146.6% | +76.3% |
| All | +107.5% | -37.5% | +144.9% | +76.3% |
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