+239.8%
RF vs FTV
+107.5%
+132.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.5% |
| 7D | +0.3% | +1.4% | -1.0% | -0.8% |
| 30D | +6.2% | +18.3% | -12.1% | -6.8% |
| 3M | -7.8% | +9.8% | -17.7% | -14.6% |
| 6M | +5.9% | +12.3% | -6.4% | -4.3% |
| YTD | +9.0% | +23.1% | -14.0% | -9.7% |
| 1Y | +19.3% | +32.5% | -13.3% | -7.0% |
| 3Y | +116.4% | +38.3% | +78.1% | +58.9% |
| 5Y | +46.0% | +16.8% | +29.2% | +20.6% |
| 10Y | +239.8% | +106.6% | +133.2% | +77.3% |
| All | +239.8% | +107.5% | +132.3% | +77.3% |
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