+558.6%
QQQ vs FTV
+80.7%
+477.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | -0.6% | -4.0% | +3.4% | +1.4% |
| 30D | -1.2% | -11.0% | +9.8% | +4.4% |
| 3M | -0.2% | -8.4% | +8.2% | +3.5% |
| 6M | +17.9% | -2.6% | +20.5% | +18.2% |
| YTD | +16.6% | -0.6% | +17.3% | +14.6% |
| 1Y | +23.0% | +11.0% | +12.0% | +13.9% |
| 3Y | +92.9% | -6.3% | +99.3% | +91.8% |
| 5Y | +95.6% | -1.5% | +97.1% | +86.4% |
| All | +558.6% | +80.7% | +477.8% | +412.0% |
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