+707.9%
P vs FTV
+113.3%
+594.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.6% | +4.6% |
| 7D | -9.6% | +0.4% | -10.0% | -9.5% |
| 30D | -33.4% | +17.2% | -50.6% | -39.8% |
| 3M | +14.2% | +8.9% | +5.3% | +8.0% |
| 6M | +31.6% | +11.3% | +20.3% | +21.8% |
| YTD | +53.5% | +21.9% | +31.5% | +31.2% |
| 1Y | +14.2% | +31.6% | -17.4% | -7.7% |
| 3Y | +190.5% | +38.1% | +152.4% | +125.3% |
| 5Y | +256.3% | +15.7% | +240.6% | +205.8% |
| 10Y | +707.9% | +107.5% | +600.4% | +357.1% |
| All | +707.9% | +113.3% | +594.5% | +357.1% |
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