+27.4%
FTV vs OUST
-64.1%
+91.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.0% | -14.1% | -0.9% |
| 7D | +0.2% | +17.0% | -16.8% | -0.9% |
| 30D | +15.7% | -16.5% | +32.2% | +16.6% |
| 3M | +7.5% | -23.7% | +31.2% | +8.7% |
| 6M | +8.5% | +18.4% | -9.9% | +4.6% |
| YTD | +18.8% | +60.8% | -42.0% | +11.3% |
| 1Y | +28.5% | +44.2% | -15.7% | +21.0% |
| 3Y | +34.0% | +668.1% | -634.1% | +5.4% |
| 5Y | +12.6% | -48.8% | +61.4% | -4.1% |
| All | +27.4% | -64.1% | +91.6% | +9.8% |
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