+55.2%
HYG vs FTV
+80.7%
-25.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | -0.7% | -4.0% | +3.2% | 0.0% |
| 30D | -0.7% | -11.0% | +10.3% | +1.3% |
| 3M | -0.2% | -8.4% | +8.2% | +1.1% |
| 6M | +1.4% | -2.6% | +4.0% | +1.5% |
| YTD | +1.5% | -0.6% | +2.1% | +0.9% |
| 1Y | +2.9% | +11.0% | -8.1% | +0.2% |
| 3Y | +25.6% | -6.3% | +32.0% | +24.9% |
| 5Y | +18.6% | -1.5% | +20.1% | +15.2% |
| All | +55.2% | +80.7% | -25.5% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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