+140.2%
NI vs FTV
+80.7%
+59.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | 0.0% | -4.0% | +4.0% | +1.2% |
| 30D | -1.4% | -11.0% | +9.6% | +1.8% |
| 3M | -10.6% | -8.4% | -2.2% | -8.6% |
| 6M | -9.3% | -2.6% | -6.8% | -9.2% |
| YTD | +1.1% | -0.6% | +1.8% | +0.2% |
| 1Y | +3.4% | +11.0% | -7.6% | -1.1% |
| 3Y | +67.9% | -6.3% | +74.2% | +66.4% |
| 5Y | +98.0% | -1.5% | +99.5% | +89.8% |
| All | +140.2% | +80.7% | +59.4% | +84.9% |
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