-72.2%
OPEN vs FTV
+35.4%
-107.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -0.9% |
| 7D | -2.9% | -1.3% | -1.6% | -1.5% |
| 30D | -13.8% | -9.5% | -4.3% | -3.7% |
| 3M | -30.9% | -10.9% | -20.0% | -22.5% |
| 6M | -40.9% | -0.6% | -40.3% | -42.3% |
| YTD | -48.5% | +1.4% | -50.0% | -52.0% |
| 1Y | -50.9% | +17.6% | -68.5% | -62.1% |
| 3Y | -20.6% | -3.3% | -17.4% | -20.9% |
| 5Y | -84.2% | -0.1% | -84.0% | -85.9% |
| All | -72.2% | +35.4% | -107.6% | -78.3% |
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