+78.5%
FTV vs CAPR
-77.1%
+155.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.9% | -0.7% |
| 7D | -0.4% | -9.5% | +9.1% | -0.3% |
| 30D | -8.3% | +121.5% | -129.8% | -9.5% |
| 3M | -7.4% | -65.4% | +58.0% | -7.0% |
| 6M | -1.2% | -67.5% | +66.3% | -0.7% |
| YTD | +2.7% | -68.6% | +71.3% | +3.2% |
| 1Y | +18.4% | +42.7% | -24.2% | +13.0% |
| 3Y | -2.0% | +43.4% | -45.4% | -8.9% |
| 5Y | +3.4% | +86.0% | -82.6% | -5.3% |
| 10Y | +78.5% | -77.4% | +155.9% | +61.4% |
| All | +78.5% | -77.1% | +155.6% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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