+19.4%
FTV vs REPL
-7.7%
+27.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | -0.4% | -5.7% | +5.4% | -0.2% |
| 30D | -8.3% | +22.5% | -30.8% | -8.9% |
| 3M | -7.4% | +64.7% | -72.1% | -10.1% |
| 6M | -1.2% | +83.0% | -84.2% | -7.3% |
| YTD | +2.7% | +52.0% | -49.3% | -3.1% |
| 1Y | +18.4% | +144.5% | -126.1% | +6.7% |
| 3Y | -2.0% | -25.1% | +23.0% | -14.7% |
| 5Y | +3.4% | -52.9% | +56.3% | -8.7% |
| All | +19.4% | -7.7% | +27.1% | -14.0% |
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