+78.5%
FTV vs COO
+43.7%
+34.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | +0.4% |
| 7D | -0.4% | -2.3% | +1.9% | +0.6% |
| 30D | -8.3% | -8.8% | +0.5% | -4.7% |
| 3M | -7.4% | +1.3% | -8.7% | -8.2% |
| 6M | -1.2% | -11.6% | +10.4% | +3.5% |
| YTD | +2.7% | -17.4% | +20.1% | +10.8% |
| 1Y | +18.4% | -1.6% | +20.0% | +17.7% |
| 3Y | -2.0% | -22.6% | +20.6% | +4.5% |
| 5Y | +3.4% | -40.3% | +43.8% | +22.3% |
| 10Y | +78.5% | +45.2% | +33.3% | +49.7% |
| All | +78.5% | +43.7% | +34.8% | +49.7% |
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