+164.7%
SLV vs FTV
+107.5%
+57.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.4% | -3.6% |
| 7D | +3.7% | +1.4% | +2.3% | +3.4% |
| 30D | -15.2% | +18.3% | -33.4% | -17.8% |
| 3M | -21.8% | +9.8% | -31.6% | -23.2% |
| 6M | -36.3% | +12.3% | -48.7% | -37.8% |
| YTD | -27.8% | +23.1% | -50.9% | -30.9% |
| 1Y | +1.5% | +32.5% | -31.0% | -4.0% |
| 3Y | +128.5% | +38.3% | +90.2% | +113.3% |
| 5Y | +103.2% | +16.8% | +86.4% | +92.4% |
| 10Y | +164.7% | +106.6% | +58.1% | +127.4% |
| All | +164.7% | +107.5% | +57.2% | +127.4% |
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