+82.5%
FTV vs FDS
+72.8%
+9.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | +0.1% |
| 7D | -1.3% | -8.8% | +7.5% | +2.4% |
| 30D | -9.5% | -1.4% | -8.1% | -9.3% |
| 3M | -10.9% | +13.9% | -24.8% | -16.6% |
| 6M | -0.6% | +27.4% | -28.0% | -12.9% |
| YTD | +1.4% | -2.5% | +3.9% | -0.4% |
| 1Y | +17.6% | -23.8% | +41.4% | +28.7% |
| 3Y | -3.3% | -32.5% | +29.2% | +11.0% |
| 5Y | -0.1% | -23.2% | +23.0% | +6.0% |
| 10Y | +82.5% | +76.4% | +6.1% | +29.8% |
| All | +82.5% | +72.8% | +9.6% | +29.8% |
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