+76.5%
FTV vs DGX
+255.3%
-178.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | -0.3% |
| 7D | -4.0% | -0.9% | -3.1% | -3.6% |
| 30D | -11.0% | -1.2% | -9.9% | -10.6% |
| 3M | -8.4% | +15.8% | -24.2% | -13.8% |
| 6M | -2.6% | +18.2% | -20.7% | -9.2% |
| YTD | -0.6% | +37.2% | -37.8% | -13.0% |
| 1Y | +11.0% | +30.4% | -19.4% | -1.2% |
| 3Y | -6.3% | +96.7% | -103.1% | -31.5% |
| 5Y | -1.5% | +67.2% | -68.7% | -23.7% |
| All | +76.5% | +255.3% | -178.8% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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