+107.5%
FTV vs COO
+40.7%
+66.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +1.6% |
| 7D | +0.4% | +4.3% | -3.9% | -1.4% |
| 30D | +17.2% | +17.6% | -0.4% | +9.3% |
| 3M | +8.9% | -13.9% | +22.7% | +15.0% |
| 6M | +11.3% | +6.6% | +4.7% | +6.6% |
| YTD | +21.9% | -22.0% | +43.9% | +33.7% |
| 1Y | +31.6% | -8.8% | +40.4% | +34.3% |
| 3Y | +38.1% | -21.5% | +59.6% | +44.8% |
| 5Y | +15.7% | -41.0% | +56.7% | +36.2% |
| 10Y | +107.5% | +40.9% | +66.6% | +75.8% |
| All | +107.5% | +40.7% | +66.8% | +75.8% |
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