+41.8%
FTV vs REPL
+39.1%
+2.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.3% | +2.6% |
| 7D | +0.4% | +14.2% | -13.8% | 0.0% |
| 30D | +17.2% | +65.9% | -48.7% | +15.3% |
| 3M | +8.9% | +84.6% | -75.7% | +6.7% |
| 6M | +11.3% | +446.9% | -435.6% | +2.6% |
| YTD | +21.9% | +129.0% | -107.1% | +13.5% |
| 1Y | +31.6% | +167.9% | -136.3% | +21.5% |
| 3Y | +38.1% | +93.9% | -55.8% | +12.5% |
| 5Y | +15.7% | -33.0% | +48.7% | +1.5% |
| All | +41.8% | +39.1% | +2.7% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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