+61.4%
T vs FTV
+107.5%
-46.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.4% |
| 7D | +2.0% | -0.7% | +2.6% | +2.1% |
| 30D | -1.0% | +18.3% | -19.4% | -5.4% |
| 3M | -8.1% | +10.2% | -18.3% | -10.6% |
| 6M | -8.3% | +12.8% | -21.1% | -11.5% |
| YTD | -6.1% | +23.4% | -29.5% | -12.4% |
| 1Y | -7.4% | +31.4% | -38.8% | -15.2% |
| 3Y | +65.4% | +38.7% | +26.8% | +44.7% |
| 5Y | +57.6% | +18.6% | +39.1% | +43.1% |
| 10Y | +61.4% | +110.1% | -48.8% | +19.5% |
| All | +61.4% | +107.5% | -46.1% | +19.5% |
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