+70.3%
PR vs FTV
+107.5%
-37.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.3% |
| 7D | -9.5% | +1.4% | -10.9% | -10.4% |
| 30D | -5.7% | +18.3% | -24.0% | -15.8% |
| 3M | +3.0% | +9.8% | -6.8% | -3.9% |
| 6M | +11.8% | +12.3% | -0.5% | +1.1% |
| YTD | +58.5% | +23.1% | +35.4% | +31.8% |
| 1Y | +69.9% | +32.5% | +37.3% | +33.8% |
| 3Y | +84.9% | +38.3% | +46.6% | +39.1% |
| 5Y | +246.4% | +16.8% | +229.6% | +188.3% |
| 10Y | +70.3% | +106.6% | -36.3% | +46.6% |
| All | +70.3% | +107.5% | -37.2% | +46.6% |
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