+64.8%
PR vs FTV
+113.3%
-48.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -2.8% |
| 7D | -12.4% | +0.4% | -12.8% | -12.7% |
| 30D | -6.6% | +17.2% | -23.7% | -16.1% |
| 3M | +7.5% | +8.9% | -1.4% | +0.9% |
| 6M | +10.8% | +11.3% | -0.5% | +0.8% |
| YTD | +57.0% | +21.9% | +35.1% | +31.4% |
| 1Y | +67.9% | +31.6% | +36.4% | +32.9% |
| 3Y | +87.6% | +38.1% | +49.5% | +41.3% |
| 5Y | +220.4% | +15.7% | +204.7% | +168.4% |
| 10Y | +64.8% | +107.5% | -42.6% | +46.0% |
| All | +64.8% | +113.3% | -48.5% | +46.0% |
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