+246.0%
ORCL vs FTV
+107.5%
+138.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.9% |
| 7D | -6.5% | +1.4% | -7.9% | -7.0% |
| 30D | -16.6% | +18.3% | -34.8% | -22.5% |
| 3M | -21.6% | +9.8% | -31.4% | -24.8% |
| 6M | -39.4% | +12.3% | -51.7% | -42.8% |
| YTD | -38.7% | +23.1% | -61.7% | -44.9% |
| 1Y | -50.4% | +32.5% | -82.9% | -57.1% |
| 3Y | +8.1% | +38.3% | -30.2% | -9.6% |
| 5Y | +34.5% | +16.8% | +17.7% | +19.7% |
| 10Y | +246.0% | +106.6% | +139.5% | +137.6% |
| All | +246.0% | +107.5% | +138.5% | +137.6% |
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