+108.6%
FTV vs RL
+337.1%
-228.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +3.9% | +2.6% | +1.3% | +3.0% |
| 30D | +18.7% | +2.9% | +15.7% | +17.5% |
| 3M | +10.0% | 0.0% | +10.0% | +9.8% |
| 6M | +14.6% | +17.1% | -2.5% | +7.8% |
| YTD | +23.4% | +10.1% | +13.3% | +17.8% |
| 1Y | +31.3% | +17.3% | +14.0% | +22.5% |
| 3Y | +39.8% | +249.3% | -209.5% | -11.1% |
| 5Y | +17.7% | +240.9% | -223.2% | -26.7% |
| All | +108.6% | +337.1% | -228.5% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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