-54.3%
S vs FTV
+8.3%
-62.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +1.1% |
| 7D | -1.2% | -1.3% | +0.1% | -0.2% |
| 30D | -12.6% | -9.5% | -3.0% | -5.2% |
| 3M | +27.6% | -10.9% | +38.5% | +38.7% |
| 6M | +35.5% | -0.6% | +36.1% | +34.0% |
| YTD | +29.6% | +1.4% | +28.2% | +24.1% |
| 1Y | +8.1% | +17.6% | -9.5% | -10.4% |
| 3Y | +14.8% | -3.3% | +18.0% | +11.5% |
| 5Y | -70.6% | -0.1% | -70.4% | -75.3% |
| All | -54.3% | +8.3% | -62.6% | -58.6% |
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