+235.3%
SLV vs FTV
+78.2%
+157.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.5% |
| 7D | +2.8% | -1.3% | +4.1% | +3.0% |
| 30D | +2.2% | -9.5% | +11.7% | +4.1% |
| 3M | +2.9% | -10.9% | +13.8% | +5.0% |
| 6M | -22.4% | -0.6% | -21.8% | -22.5% |
| YTD | -5.7% | +1.4% | -7.2% | -6.4% |
| 1Y | +63.3% | +17.6% | +45.7% | +58.0% |
| 3Y | +189.0% | -3.3% | +192.3% | +186.9% |
| 5Y | +172.7% | -0.1% | +172.8% | +166.3% |
| 10Y | +235.3% | +82.5% | +152.8% | +188.1% |
| All | +235.3% | +78.2% | +157.1% | +188.1% |
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