-53.1%
TE vs FTV
+14.2%
-67.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.5% |
| 7D | +0.2% | -4.0% | +4.2% | +2.4% |
| 30D | -5.9% | -11.0% | +5.1% | +0.1% |
| 3M | -45.6% | -8.4% | -37.2% | -43.3% |
| 6M | -43.4% | -2.6% | -40.8% | -42.9% |
| YTD | -31.0% | -0.6% | -30.4% | -32.5% |
| 1Y | +145.2% | +11.0% | +134.3% | +122.4% |
| 3Y | -24.1% | -6.3% | -17.7% | -22.3% |
| 5Y | -48.1% | -1.5% | -46.6% | -50.0% |
| All | -53.1% | +14.2% | -67.3% | -55.1% |
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