+76.5%
FTV vs TRU
+147.2%
-70.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | 0.0% |
| 7D | -4.0% | -2.7% | -1.2% | -2.9% |
| 30D | -11.0% | -2.0% | -9.0% | -10.5% |
| 3M | -8.4% | +18.4% | -26.8% | -15.0% |
| 6M | -2.6% | +8.9% | -11.4% | -7.1% |
| YTD | -0.6% | -8.9% | +8.3% | +0.7% |
| 1Y | +11.0% | -15.9% | +26.8% | +15.4% |
| 3Y | -6.3% | -1.1% | -5.3% | -13.3% |
| 5Y | -1.5% | -35.2% | +33.6% | +7.9% |
| All | +76.5% | +147.2% | -70.6% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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