+1,381.0%
NET vs FTV
+59.5%
+1,321.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -3.8% |
| 7D | -16.4% | +6.6% | -23.0% | -19.4% |
| 30D | -25.8% | +19.1% | -44.9% | -32.8% |
| 3M | -11.5% | +13.1% | -24.6% | -17.6% |
| 6M | +18.9% | +14.0% | +4.9% | +9.2% |
| YTD | +35.2% | +24.2% | +11.0% | +16.6% |
| 1Y | +14.5% | +36.4% | -21.9% | -7.0% |
| 3Y | +313.8% | +39.3% | +274.5% | +231.1% |
| 5Y | +32.6% | +18.7% | +13.9% | +9.6% |
| All | +1,381.0% | +59.5% | +1,321.5% | +1,104.3% |
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