+839.8%
MOD vs FTV
+107.5%
+732.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.3% |
| 7D | +8.2% | -0.7% | +8.9% | +9.1% |
| 30D | -38.2% | +18.3% | -56.5% | -47.2% |
| 3M | -46.2% | +10.2% | -56.4% | -51.3% |
| 6M | -62.5% | +12.8% | -75.4% | -66.9% |
| YTD | -20.1% | +23.4% | -43.5% | -36.4% |
| 1Y | -29.7% | +31.4% | -61.1% | -47.3% |
| 3Y | +136.2% | +38.7% | +97.5% | +74.3% |
| 5Y | +820.4% | +18.6% | +801.8% | +677.7% |
| 10Y | +839.8% | +110.1% | +729.7% | +483.6% |
| All | +839.8% | +107.5% | +732.4% | +483.6% |
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