+311.1%
SPOT vs FTV
+47.4%
+263.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | +1.6% | +3.9% | -2.3% | -0.2% |
| 30D | +16.9% | +18.7% | -1.7% | +7.9% |
| 3M | +23.0% | +10.0% | +12.9% | +17.2% |
| 6M | +42.2% | +14.6% | +27.6% | +31.9% |
| YTD | +5.5% | +23.4% | -17.9% | -7.0% |
| 1Y | -5.1% | +31.3% | -36.4% | -19.2% |
| 3Y | +257.9% | +39.8% | +218.1% | +188.2% |
| 5Y | +118.4% | +17.7% | +100.7% | +89.2% |
| All | +311.1% | +47.4% | +263.7% | +218.4% |
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