+106.6%
FTV vs DAR
+269.9%
-163.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.8% | +1.4% |
| 7D | +1.4% | -3.8% | +5.2% | +2.4% |
| 30D | +18.3% | -14.4% | +32.7% | +23.0% |
| 3M | +9.8% | -17.9% | +27.7% | +15.1% |
| 6M | +12.3% | -18.3% | +30.6% | +17.2% |
| YTD | +23.1% | +43.2% | -20.2% | +8.8% |
| 1Y | +32.5% | +57.7% | -25.2% | +13.6% |
| 3Y | +38.3% | +22.7% | +15.6% | +21.5% |
| 5Y | +16.8% | -34.0% | +50.9% | +20.5% |
| 10Y | +106.6% | +279.5% | -172.9% | +5.5% |
| All | +106.6% | +269.9% | -163.4% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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