+78.5%
FTV vs DOC
-2.1%
+80.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | -4.5% | -1.5% | -3.0% | -4.0% |
| 30D | -7.1% | -4.8% | -2.3% | -5.4% |
| 3M | -7.2% | +6.9% | -14.1% | -9.5% |
| 6M | -1.5% | +20.7% | -22.2% | -9.1% |
| YTD | +3.5% | +34.1% | -30.7% | -8.4% |
| 1Y | +20.3% | +22.6% | -2.3% | +9.9% |
| 3Y | -3.1% | +20.8% | -23.9% | -12.5% |
| 5Y | +2.3% | -24.9% | +27.2% | +10.1% |
| All | +78.5% | -2.1% | +80.6% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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