+108.6%
FTV vs STLA
-4.1%
+112.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +3.9% | -13.8% | +17.7% | +8.5% |
| 30D | +18.7% | -10.5% | +29.2% | +22.2% |
| 3M | +10.0% | -28.9% | +38.9% | +20.6% |
| 6M | +14.6% | -49.7% | +64.3% | +38.7% |
| YTD | +23.4% | -64.9% | +88.3% | +64.0% |
| 1Y | +31.3% | -64.0% | +95.3% | +72.4% |
| 3Y | +39.8% | -77.4% | +117.2% | +104.0% |
| 5Y | +17.7% | -74.4% | +92.1% | +58.8% |
| All | +108.6% | -4.1% | +112.7% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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