+105.3%
KEY vs FTV
+107.5%
-2.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -1.1% |
| 7D | +0.5% | +1.4% | -0.9% | -0.7% |
| 30D | +6.9% | +18.3% | -11.4% | -7.1% |
| 3M | -5.0% | +9.8% | -14.8% | -12.5% |
| 6M | +0.7% | +12.3% | -11.6% | -9.8% |
| YTD | +6.5% | +23.1% | -16.6% | -13.3% |
| 1Y | +22.6% | +32.5% | -9.9% | -6.5% |
| 3Y | +125.3% | +38.3% | +87.0% | +61.4% |
| 5Y | +13.9% | +16.8% | -2.9% | -6.6% |
| 10Y | +105.3% | +106.6% | -1.2% | +5.1% |
| All | +105.3% | +107.5% | -2.2% | +5.1% |
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