+32.4%
FTV vs OUST
-65.5%
+97.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.5% | +8.6% | +0.6% |
| 7D | +3.9% | -3.8% | +7.7% | +4.1% |
| 30D | +18.7% | +5.1% | +13.6% | +17.9% |
| 3M | +10.0% | -25.8% | +35.8% | +11.4% |
| 6M | +14.6% | -2.0% | +16.6% | +12.1% |
| YTD | +23.4% | +54.7% | -31.3% | +15.9% |
| 1Y | +31.3% | +48.8% | -17.5% | +23.3% |
| 3Y | +39.8% | +607.8% | -568.0% | +10.6% |
| 5Y | +17.7% | -52.7% | +70.4% | +0.4% |
| All | +32.4% | -65.5% | +97.9% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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