+68.4%
T vs FTV
+78.2%
-9.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.4% |
| 7D | -3.1% | -1.3% | -1.8% | -2.7% |
| 30D | +4.6% | -9.5% | +14.1% | +7.3% |
| 3M | +12.2% | -10.9% | +23.1% | +15.5% |
| 6M | -6.5% | -0.6% | -5.8% | -6.9% |
| YTD | +4.9% | +1.4% | +3.5% | +3.3% |
| 1Y | -10.5% | +17.6% | -28.1% | -15.8% |
| 3Y | +104.6% | -3.3% | +107.8% | +99.7% |
| 5Y | +64.2% | -0.1% | +64.4% | +55.7% |
| 10Y | +68.4% | +82.5% | -14.0% | +28.8% |
| All | +68.4% | +78.2% | -9.7% | +28.8% |
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