+340.4%
RF vs FTV
+79.5%
+260.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.7% |
| 7D | +1.3% | -4.5% | +5.8% | +4.8% |
| 30D | -3.6% | -7.1% | +3.4% | +1.8% |
| 3M | +8.1% | -7.2% | +15.3% | +13.4% |
| 6M | +11.5% | -1.5% | +13.0% | +11.3% |
| YTD | +15.6% | +3.5% | +12.1% | +9.8% |
| 1Y | +15.7% | +20.3% | -4.7% | -3.0% |
| 3Y | +86.9% | -3.1% | +90.0% | +82.2% |
| 5Y | +89.8% | +2.3% | +87.5% | +73.1% |
| All | +340.4% | +79.5% | +260.9% | +184.3% |
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