+78.5%
FTV vs M
-6.4%
+84.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.3% |
| 7D | -0.4% | +2.4% | -2.8% | -0.8% |
| 30D | -8.3% | -11.6% | +3.3% | -6.3% |
| 3M | -7.4% | +1.6% | -9.0% | -8.0% |
| 6M | -1.2% | +25.2% | -26.4% | -5.7% |
| YTD | +2.7% | +3.8% | -1.1% | +1.0% |
| 1Y | +18.4% | +36.3% | -17.9% | +10.6% |
| 3Y | -2.0% | +116.3% | -118.4% | -19.1% |
| 5Y | +3.4% | +28.2% | -24.8% | -11.0% |
| 10Y | +78.5% | -3.4% | +81.9% | +24.3% |
| All | +78.5% | -6.4% | +84.8% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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