+76.5%
FTV vs EXEL
+375.2%
-298.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.6% |
| 7D | -4.0% | -4.9% | +0.9% | -3.4% |
| 30D | -11.0% | +11.4% | -22.4% | -12.3% |
| 3M | -8.4% | +4.9% | -13.3% | -9.1% |
| 6M | -2.6% | +34.4% | -37.0% | -6.4% |
| YTD | -0.6% | +28.0% | -28.7% | -4.1% |
| 1Y | +11.0% | +43.6% | -32.7% | +5.2% |
| 3Y | -6.3% | +155.2% | -161.6% | -18.9% |
| 5Y | -1.5% | +181.2% | -182.7% | -16.9% |
| All | +76.5% | +375.2% | -298.7% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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