+76.5%
FTV vs WY
+7.6%
+69.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -4.0% | -4.2% | +0.2% | -2.0% |
| 30D | -11.0% | -10.1% | -0.9% | -6.6% |
| 3M | -8.4% | -8.5% | +0.1% | -4.9% |
| 6M | -2.6% | -3.3% | +0.8% | -1.7% |
| YTD | -0.6% | -4.4% | +3.8% | +0.2% |
| 1Y | +11.0% | -11.5% | +22.4% | +15.9% |
| 3Y | -6.3% | -24.3% | +18.0% | +3.7% |
| 5Y | -1.5% | -21.3% | +19.8% | +5.6% |
| All | +76.5% | +7.6% | +69.0% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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