+76.5%
FTV vs BR
+189.7%
-113.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | -4.0% | -3.0% | -1.0% | -2.4% |
| 30D | -11.0% | -0.3% | -10.7% | -11.0% |
| 3M | -8.4% | +17.3% | -25.7% | -16.6% |
| 6M | -2.6% | -6.7% | +4.1% | 0.0% |
| YTD | -0.6% | -23.4% | +22.8% | +13.3% |
| 1Y | +11.0% | -32.7% | +43.6% | +35.9% |
| 3Y | -6.3% | -5.9% | -0.4% | -6.3% |
| 5Y | -1.5% | +8.4% | -10.0% | -11.0% |
| All | +76.5% | +189.7% | -113.2% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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