+12.7%
FTV vs DOC
-22.1%
+34.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.0% | -4.2% |
| 7D | -0.6% | +6.2% | -6.9% | -2.7% |
| 30D | +13.0% | +6.5% | +6.5% | +10.5% |
| 3M | +6.8% | -6.2% | +13.0% | +9.0% |
| 6M | +8.0% | +25.6% | -17.6% | -1.2% |
| YTD | +18.9% | +32.1% | -13.2% | +6.1% |
| 1Y | +30.8% | +20.3% | +10.5% | +21.1% |
| 3Y | +33.4% | +42.7% | -9.4% | +12.2% |
| 5Y | +12.7% | -22.2% | +34.8% | +27.1% |
| All | +12.7% | -22.1% | +34.7% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling