+1,744.2%
TER vs FTV
+77.3%
+1,666.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.8% |
| 7D | +11.0% | -0.4% | +11.3% | +11.2% |
| 30D | -1.9% | -8.3% | +6.4% | +4.7% |
| 3M | -0.7% | -7.4% | +6.7% | +3.8% |
| 6M | +36.4% | -1.2% | +37.6% | +34.9% |
| YTD | +92.4% | +2.7% | +89.8% | +80.9% |
| 1Y | +213.5% | +18.4% | +195.1% | +162.1% |
| 3Y | +277.2% | -2.0% | +279.3% | +268.8% |
| 5Y | +219.1% | +3.4% | +215.7% | +199.2% |
| 10Y | +1,744.2% | +78.5% | +1,665.8% | +1,137.1% |
| All | +1,744.2% | +77.3% | +1,666.9% | +1,137.1% |
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