-89.0%
OPEN vs FTV
+64.7%
-153.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.8% |
| 7D | -15.0% | +3.9% | -18.9% | -18.7% |
| 30D | -40.2% | +18.7% | -58.9% | -50.6% |
| 3M | -67.4% | +10.0% | -77.4% | -70.8% |
| 6M | -74.0% | +14.6% | -88.6% | -78.2% |
| YTD | -79.6% | +23.4% | -103.0% | -84.7% |
| 1Y | -86.1% | +31.3% | -117.4% | -90.4% |
| 3Y | -41.4% | +39.8% | -81.2% | -62.2% |
| 5Y | -94.9% | +17.7% | -112.5% | -96.3% |
| All | -89.0% | +64.7% | -153.7% | -93.1% |
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