+34.1%
FTV vs DOC
+43.2%
-9.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.0% | -4.2% |
| 7D | -0.6% | +6.2% | -6.9% | -2.2% |
| 30D | +13.0% | +6.5% | +6.5% | +11.1% |
| 3M | +6.8% | -6.2% | +13.0% | +8.4% |
| 6M | +8.0% | +25.6% | -17.6% | +1.4% |
| YTD | +18.9% | +32.1% | -13.2% | +9.4% |
| 1Y | +30.8% | +20.3% | +10.5% | +24.0% |
| All | +34.1% | +43.2% | -9.1% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling