+108.6%
FTV vs BB
+21.8%
+86.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.4% |
| 7D | +3.9% | +1.8% | +2.1% | +3.6% |
| 30D | +18.7% | +8.1% | +10.5% | +17.1% |
| 3M | +10.0% | -1.0% | +11.0% | +9.4% |
| 6M | +14.6% | +45.9% | -31.3% | +6.6% |
| YTD | +23.4% | +134.8% | -111.4% | +7.2% |
| 1Y | +31.3% | +104.6% | -73.3% | +15.9% |
| 3Y | +39.8% | +152.8% | -113.0% | +15.4% |
| 5Y | +17.7% | -17.4% | +35.1% | +8.1% |
| All | +108.6% | +21.8% | +86.8% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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