+132.7%
FTV vs DOC
+8.9%
+123.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +1.2% |
| 7D | +6.6% | +8.7% | -2.1% | +3.4% |
| 30D | +19.1% | +7.6% | +11.5% | +15.9% |
| 3M | +13.1% | -5.3% | +18.3% | +15.1% |
| 6M | +14.0% | +27.6% | -13.6% | +3.2% |
| YTD | +24.2% | +32.4% | -8.2% | +10.3% |
| 1Y | +36.4% | +22.9% | +13.5% | +24.5% |
| 3Y | +39.3% | +43.1% | -3.8% | +17.8% |
| 5Y | +18.7% | -21.4% | +40.1% | +25.3% |
| 10Y | +121.0% | +16.8% | +104.2% | +97.4% |
| All | +132.7% | +8.9% | +123.9% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling