+424.9%
MAR vs FTV
+80.1%
+344.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.8% |
| 7D | -2.1% | -5.2% | +3.1% | +1.5% |
| 30D | -5.7% | -11.5% | +5.9% | +2.3% |
| 3M | -14.6% | -9.0% | -5.6% | -9.7% |
| 6M | +1.3% | -2.0% | +3.4% | +1.4% |
| YTD | +6.7% | -0.9% | +7.6% | +5.0% |
| 1Y | +26.4% | +14.8% | +11.6% | +12.0% |
| 3Y | +64.7% | -5.5% | +70.2% | +64.1% |
| 5Y | +153.1% | -1.9% | +154.9% | +140.6% |
| All | +424.9% | +80.1% | +344.7% | +255.7% |
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