+106.6%
FTV vs M
-3.0%
+109.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +1.4% | +5.0% | -3.6% | +0.4% |
| 30D | +18.3% | +10.6% | +7.7% | +16.1% |
| 3M | +9.8% | +1.6% | +8.2% | +9.2% |
| 6M | +12.3% | +30.8% | -18.5% | +6.3% |
| YTD | +23.1% | +16.9% | +6.2% | +18.3% |
| 1Y | +32.5% | +26.3% | +6.3% | +25.4% |
| 3Y | +38.3% | +158.6% | -120.3% | +10.7% |
| 5Y | +16.8% | +2.1% | +14.8% | +5.2% |
| 10Y | +106.6% | -4.3% | +110.9% | +43.2% |
| All | +106.6% | -3.0% | +109.6% | +43.2% |
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