+75.9%
FTV vs DAR
+375.1%
-299.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.9% |
| 7D | -5.2% | +0.9% | -6.1% | -5.5% |
| 30D | -11.5% | +6.4% | -17.9% | -13.3% |
| 3M | -9.0% | +13.2% | -22.3% | -12.8% |
| 6M | -2.0% | +26.2% | -28.2% | -9.3% |
| YTD | -0.9% | +84.4% | -85.3% | -17.9% |
| 1Y | +14.8% | +112.0% | -97.2% | -9.4% |
| 3Y | -5.5% | +13.4% | -18.9% | -13.6% |
| 5Y | -1.9% | -6.0% | +4.1% | -8.8% |
| All | +75.9% | +375.1% | -299.1% | -15.2% |
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