-42.2%
RIG vs FTV
+80.7%
-122.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -2.0% |
| 7D | -3.1% | -4.0% | +0.9% | +0.2% |
| 30D | -0.5% | -11.0% | +10.5% | +9.2% |
| 3M | -6.0% | -8.4% | +2.4% | -0.5% |
| 6M | -10.1% | -2.6% | -7.6% | -11.0% |
| YTD | +37.3% | -0.6% | +37.9% | +31.3% |
| 1Y | +73.9% | +11.0% | +63.0% | +50.2% |
| 3Y | -30.2% | -6.3% | -23.8% | -30.9% |
| 5Y | +62.5% | -1.5% | +64.0% | +49.0% |
| All | -42.2% | +80.7% | -122.9% | -58.4% |
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