+277.0%
IR vs FTV
+47.4%
+229.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.1% |
| 7D | -1.9% | -1.3% | -0.6% | -0.9% |
| 30D | -15.0% | -9.5% | -5.5% | -8.1% |
| 3M | -0.4% | -10.9% | +10.5% | +8.8% |
| 6M | -15.0% | -0.6% | -14.4% | -15.1% |
| YTD | -7.1% | +1.4% | -8.5% | -9.5% |
| 1Y | -7.5% | +17.6% | -25.2% | -20.2% |
| 3Y | +6.3% | -3.3% | +9.6% | +6.3% |
| 5Y | +37.3% | -0.1% | +37.5% | +32.8% |
| All | +277.0% | +47.4% | +229.7% | +191.1% |
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