+75.9%
FTV vs ALM
+2,776.7%
-2,700.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.6% | +7.3% | -2.1% |
| 7D | -5.2% | -7.1% | +1.9% | -5.0% |
| 30D | -11.5% | +24.7% | -36.2% | -12.1% |
| 3M | -9.0% | +8.3% | -17.3% | -9.5% |
| 6M | -2.0% | -22.2% | +20.1% | -2.0% |
| YTD | -0.9% | +88.1% | -89.0% | -3.3% |
| 1Y | +14.8% | +272.4% | -257.6% | +9.8% |
| 3Y | -5.5% | +2,004.1% | -2,009.6% | -14.7% |
| 5Y | -1.9% | +915.8% | -917.7% | -10.5% |
| All | +75.9% | +2,776.7% | -2,700.8% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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