+43.4%
FTV vs REPL
+37.4%
+6.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +3.7% | +9.8% | -6.1% | +3.4% |
| 30D | +16.8% | +81.5% | -64.7% | +14.7% |
| 3M | +10.4% | +44.2% | -33.8% | +9.0% |
| 6M | +12.8% | +437.4% | -424.6% | +4.1% |
| YTD | +23.3% | +126.1% | -102.8% | +14.8% |
| 1Y | +31.0% | +143.1% | -112.2% | +21.5% |
| 3Y | +38.6% | +97.8% | -59.3% | +12.5% |
| 5Y | +17.6% | -34.3% | +51.8% | +3.2% |
| All | +43.4% | +37.4% | +6.0% | +1.9% |
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