+78.5%
FTV vs CASY
+549.1%
-470.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | +0.1% |
| 7D | -0.4% | -4.4% | +4.0% | +0.9% |
| 30D | -8.3% | -12.0% | +3.7% | -5.0% |
| 3M | -7.4% | -2.3% | -5.1% | -8.4% |
| 6M | -1.2% | +10.5% | -11.7% | -6.6% |
| YTD | +2.7% | +33.0% | -30.3% | -8.9% |
| 1Y | +18.4% | +41.1% | -22.7% | +2.6% |
| 3Y | -2.0% | +207.5% | -209.5% | -37.9% |
| 5Y | +3.4% | +290.7% | -287.3% | -41.2% |
| 10Y | +78.5% | +556.5% | -478.0% | -15.0% |
| All | +78.5% | +549.1% | -470.6% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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