+655.3%
P vs FTV
+107.5%
+547.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | -4.7% | -0.7% | -4.1% | -3.9% |
| 30D | -31.4% | +18.3% | -49.8% | -38.4% |
| 3M | -2.6% | +10.2% | -12.8% | -8.7% |
| 6M | +21.9% | +12.8% | +9.1% | +11.9% |
| YTD | +58.9% | +23.4% | +35.6% | +34.9% |
| 1Y | +21.7% | +31.4% | -9.7% | -1.4% |
| 3Y | +193.3% | +38.7% | +154.7% | +126.9% |
| 5Y | +275.1% | +18.6% | +256.5% | +216.7% |
| 10Y | +655.3% | +110.1% | +545.2% | +317.6% |
| All | +655.3% | +107.5% | +547.9% | +317.6% |
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