+44.2%
FTV vs FND
+54.9%
-10.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | -5.2% | -5.1% | -0.1% | -4.0% |
| 30D | -11.5% | -22.5% | +11.0% | -5.7% |
| 3M | -9.0% | -5.0% | -4.0% | -8.6% |
| 6M | -2.0% | -21.5% | +19.5% | +2.5% |
| YTD | -0.9% | -23.0% | +22.1% | +3.8% |
| 1Y | +14.8% | -44.9% | +59.7% | +30.7% |
| 3Y | -5.5% | -50.0% | +44.5% | +6.6% |
| 5Y | -1.9% | -63.3% | +61.5% | +14.1% |
| All | +44.2% | +54.9% | -10.7% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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