+995.4%
TER vs FTV
+109.2%
+886.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | +14.4% | +3.9% | +10.5% | +11.3% |
| 30D | -30.6% | +18.7% | -49.2% | -39.2% |
| 3M | -39.2% | +10.0% | -49.2% | -43.6% |
| 6M | -31.3% | +14.6% | -45.8% | -39.0% |
| YTD | +29.1% | +23.4% | +5.7% | +5.1% |
| 1Y | +47.4% | +31.3% | +16.1% | +13.9% |
| 3Y | +191.2% | +39.8% | +151.4% | +116.0% |
| 5Y | +74.0% | +17.7% | +56.3% | +46.8% |
| All | +995.4% | +109.2% | +886.2% | +501.5% |
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