+106.6%
FTV vs FDS
+127.5%
-20.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | +1.4% | -2.0% | +3.4% | +2.1% |
| 30D | +18.3% | +13.5% | +4.8% | +12.2% |
| 3M | +9.8% | +15.2% | -5.3% | +2.8% |
| 6M | +12.3% | +47.0% | -34.7% | -6.9% |
| YTD | +23.1% | +13.9% | +9.2% | +12.8% |
| 1Y | +32.5% | +25.2% | +7.4% | +15.6% |
| 3Y | +38.3% | -25.3% | +63.7% | +52.5% |
| 5Y | +16.8% | -23.3% | +40.2% | +25.4% |
| 10Y | +106.6% | +126.0% | -19.5% | +41.6% |
| All | +106.6% | +127.5% | -20.9% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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