+108.6%
FTV vs CAPR
-65.7%
+174.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +7.0% | +0.2% |
| 7D | +3.9% | +5.9% | -2.0% | +3.8% |
| 30D | +18.7% | +44.6% | -26.0% | +18.0% |
| 3M | +10.0% | +126.4% | -116.3% | +8.4% |
| 6M | +14.6% | -68.6% | +83.1% | +15.0% |
| YTD | +23.4% | -67.0% | +90.4% | +23.7% |
| 1Y | +31.3% | +65.2% | -33.9% | +25.0% |
| 3Y | +39.8% | +235.6% | -195.8% | +28.2% |
| 5Y | +17.7% | +175.4% | -157.8% | +7.2% |
| All | +108.6% | -65.7% | +174.3% | +82.1% |
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