+76.5%
FTV vs BG
+166.7%
-90.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.8% |
| 7D | -4.0% | +3.1% | -7.1% | -4.8% |
| 30D | -11.0% | +10.2% | -21.3% | -13.7% |
| 3M | -8.4% | -1.7% | -6.7% | -8.4% |
| 6M | -2.6% | +1.0% | -3.5% | -3.7% |
| YTD | -0.6% | +39.9% | -40.5% | -11.3% |
| 1Y | +11.0% | +53.2% | -42.3% | -4.3% |
| 3Y | -6.3% | +16.3% | -22.6% | -13.4% |
| 5Y | -1.5% | +83.9% | -85.4% | -24.8% |
| All | +76.5% | +166.7% | -90.1% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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