+76.5%
FTV vs NWSA
+149.4%
-72.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -4.0% | -2.8% | -1.2% | -2.8% |
| 30D | -11.0% | +3.0% | -14.1% | -12.2% |
| 3M | -8.4% | +12.3% | -20.7% | -13.3% |
| 6M | -2.6% | +21.9% | -24.4% | -11.1% |
| YTD | -0.6% | +13.6% | -14.2% | -6.9% |
| 1Y | +11.0% | +0.5% | +10.5% | +9.1% |
| 3Y | -6.3% | +43.8% | -50.1% | -21.5% |
| 5Y | -1.5% | +41.2% | -42.7% | -19.2% |
| All | +76.5% | +149.4% | -72.8% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling