+422.5%
STM vs FTV
+113.3%
+309.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.1% | +4.6% |
| 7D | -5.6% | +0.4% | -6.0% | -5.6% |
| 30D | -14.4% | +17.2% | -31.6% | -24.6% |
| 3M | -20.5% | +8.9% | -29.3% | -25.8% |
| 6M | -24.5% | +11.3% | -35.8% | -31.6% |
| YTD | +72.7% | +21.9% | +50.8% | +42.9% |
| 1Y | +91.0% | +31.6% | +59.5% | +48.1% |
| 3Y | +13.5% | +38.1% | -24.6% | -15.8% |
| 5Y | -9.2% | +15.7% | -24.9% | -22.8% |
| 10Y | +422.5% | +107.5% | +315.1% | +190.4% |
| All | +422.5% | +113.3% | +309.2% | +190.4% |
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