+89.2%
IT vs FTV
+109.2%
-20.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +1.1% | +3.9% | -2.8% | -1.1% |
| 30D | -1.8% | +18.7% | -20.5% | -10.7% |
| 3M | +4.8% | +10.0% | -5.2% | -0.7% |
| 6M | +33.0% | +14.6% | +18.5% | +22.7% |
| YTD | -23.8% | +23.4% | -47.3% | -33.3% |
| 1Y | -16.5% | +31.3% | -47.8% | -29.5% |
| 3Y | -53.6% | +39.8% | -93.4% | -63.2% |
| 5Y | -42.1% | +17.7% | -59.8% | -50.0% |
| All | +89.2% | +109.2% | -20.0% | +14.3% |
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