+4,789.7%
SITM vs FTV
+26.1%
+4,763.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.2% |
| 7D | +3.9% | -4.0% | +7.8% | +8.1% |
| 30D | -6.6% | -11.0% | +4.4% | +5.0% |
| 3M | -11.9% | -8.4% | -3.5% | -6.1% |
| 6M | +81.1% | -2.6% | +83.7% | +80.2% |
| YTD | +80.0% | -0.6% | +80.6% | +69.7% |
| 1Y | +145.8% | +11.0% | +134.9% | +106.5% |
| 3Y | +475.9% | -6.3% | +482.2% | +494.9% |
| 5Y | +189.2% | -1.5% | +190.8% | +188.3% |
| All | +4,789.7% | +26.1% | +4,763.6% | +3,370.9% |
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