+1,535.8%
MOD vs FTV
+79.5%
+1,456.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +5.2% |
| 7D | +9.6% | -4.5% | +14.1% | +14.0% |
| 30D | 0.0% | -7.1% | +7.1% | +6.6% |
| 3M | -35.4% | -7.2% | -28.2% | -31.2% |
| 6M | -7.3% | -1.5% | -5.8% | -6.8% |
| YTD | +45.8% | +3.5% | +42.3% | +37.5% |
| 1Y | +43.1% | +20.3% | +22.8% | +16.5% |
| 3Y | +297.7% | -3.1% | +300.8% | +311.0% |
| 5Y | +1,478.8% | +2.3% | +1,476.4% | +1,442.7% |
| All | +1,535.8% | +79.5% | +1,456.3% | +1,076.3% |
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