-44.9%
S vs FTV
+31.4%
-76.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.1% |
| 7D | +1.4% | +1.4% | 0.0% | +0.6% |
| 30D | -10.8% | +18.3% | -29.1% | -22.2% |
| 3M | +5.4% | +9.8% | -4.4% | -2.4% |
| 6M | +41.2% | +12.3% | +28.9% | +26.7% |
| YTD | +56.2% | +23.1% | +33.1% | +27.7% |
| 1Y | +36.3% | +32.5% | +3.8% | +3.9% |
| 3Y | +49.4% | +38.3% | +11.1% | +4.8% |
| 5Y | -66.9% | +16.8% | -83.7% | -75.4% |
| All | -44.9% | +31.4% | -76.3% | -57.4% |
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