+82.2%
PR vs FTV
+109.0%
-26.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | +6.7% | +3.7% | +3.0% | +4.2% |
| 30D | -6.1% | +16.8% | -23.0% | -15.5% |
| 3M | +6.9% | +10.4% | -3.5% | -0.6% |
| 6M | +14.6% | +12.8% | +1.8% | +3.3% |
| YTD | +66.1% | +23.3% | +42.8% | +38.1% |
| 1Y | +77.0% | +31.0% | +46.0% | +40.6% |
| 3Y | +93.8% | +38.6% | +55.3% | +45.7% |
| 5Y | +268.2% | +17.6% | +250.7% | +205.2% |
| All | +82.2% | +109.0% | -26.8% | +61.0% |
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