+605.8%
MSCI vs FTV
+77.3%
+528.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.4% |
| 7D | -2.1% | -0.4% | -1.7% | -1.8% |
| 30D | -1.7% | -8.3% | +6.6% | +3.1% |
| 3M | -8.2% | -7.4% | -0.8% | -4.8% |
| 6M | -2.4% | -1.2% | -1.2% | -2.9% |
| YTD | -2.8% | +2.7% | -5.5% | -6.5% |
| 1Y | -2.7% | +18.4% | -21.1% | -14.5% |
| 3Y | +7.3% | -2.0% | +9.3% | +2.8% |
| 5Y | -11.4% | +3.4% | -14.8% | -18.6% |
| 10Y | +605.8% | +78.5% | +527.3% | +365.1% |
| All | +605.8% | +77.3% | +528.5% | +365.1% |
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