+92.5%
FTV vs NWSA
+192.8%
-100.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | 0.0% |
| 7D | -0.4% | -2.6% | +2.3% | +0.7% |
| 30D | -8.3% | +4.6% | -12.9% | -10.1% |
| 3M | -7.4% | +10.2% | -17.6% | -11.6% |
| 6M | -1.2% | +21.6% | -22.8% | -9.9% |
| YTD | +2.7% | +14.6% | -12.0% | -4.2% |
| 1Y | +18.4% | +0.4% | +18.1% | +16.6% |
| 3Y | -2.0% | +45.0% | -47.0% | -18.2% |
| 5Y | +3.4% | +41.3% | -37.9% | -15.2% |
| 10Y | +78.5% | +142.8% | -64.3% | +8.5% |
| All | +92.5% | +192.8% | -100.4% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NWSA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling