+123.9%
SBUX vs FTV
+80.7%
+43.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -5.5% | -4.0% | -1.5% | -3.6% |
| 30D | -8.5% | -11.0% | +2.6% | -3.0% |
| 3M | -2.9% | -8.4% | +5.5% | +0.9% |
| 6M | -1.5% | -2.6% | +1.0% | -1.3% |
| YTD | +19.4% | -0.6% | +20.0% | +17.6% |
| 1Y | +22.9% | +11.0% | +12.0% | +14.1% |
| 3Y | +11.3% | -6.3% | +17.6% | +10.7% |
| 5Y | -6.9% | -1.5% | -5.3% | -11.5% |
| All | +123.9% | +80.7% | +43.2% | +68.5% |
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