+108.4%
FTV vs COO
+40.1%
+68.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | +3.7% | -2.1% | +5.8% | +4.6% |
| 30D | +16.8% | +13.9% | +2.9% | +10.4% |
| 3M | +10.4% | -18.9% | +29.3% | +19.7% |
| 6M | +12.8% | +3.7% | +9.1% | +9.3% |
| YTD | +23.3% | -24.1% | +47.4% | +36.8% |
| 1Y | +31.0% | -14.2% | +45.2% | +37.3% |
| 3Y | +38.6% | -24.5% | +63.0% | +47.8% |
| 5Y | +17.6% | -40.4% | +58.0% | +37.7% |
| All | +108.4% | +40.1% | +68.3% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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