+664.5%
STM vs FTV
+78.2%
+586.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | +0.2% |
| 7D | +1.7% | -1.3% | +2.9% | +2.7% |
| 30D | -5.2% | -9.5% | +4.4% | +2.7% |
| 3M | -29.6% | -10.9% | -18.7% | -23.7% |
| 6M | +54.4% | -0.6% | +55.0% | +52.5% |
| YTD | +99.5% | +1.4% | +98.1% | +91.4% |
| 1Y | +100.8% | +17.6% | +83.1% | +69.0% |
| 3Y | +20.2% | -3.3% | +23.4% | +18.8% |
| 5Y | +21.1% | -0.1% | +21.3% | +16.0% |
| 10Y | +664.5% | +82.5% | +582.0% | +341.1% |
| All | +664.5% | +78.2% | +586.3% | +341.1% |
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