+78.5%
FTV vs RL
+304.3%
-225.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.4% |
| 7D | -0.4% | +1.9% | -2.3% | -1.0% |
| 30D | -8.3% | -12.2% | +3.9% | -4.5% |
| 3M | -7.4% | -6.6% | -0.8% | -5.7% |
| 6M | -1.2% | +3.2% | -4.4% | -3.3% |
| YTD | +2.7% | -1.3% | +4.0% | +1.7% |
| 1Y | +18.4% | +13.6% | +4.9% | +11.7% |
| 3Y | -2.0% | +210.9% | -212.9% | -35.2% |
| 5Y | +3.4% | +246.9% | -243.4% | -36.0% |
| 10Y | +78.5% | +310.1% | -231.6% | -1.0% |
| All | +78.5% | +304.3% | -225.8% | -1.0% |
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