-38.4%
U vs FTV
+14.9%
-53.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | +1.1% |
| 7D | 0.0% | -5.2% | +5.2% | +5.1% |
| 30D | -4.1% | -11.5% | +7.4% | +7.5% |
| 3M | +57.8% | -9.0% | +66.8% | +69.7% |
| 6M | +103.5% | -2.0% | +105.6% | +100.5% |
| YTD | -4.8% | -0.9% | -3.8% | -7.4% |
| 1Y | -2.4% | +14.8% | -17.2% | -19.9% |
| 3Y | +11.7% | -5.5% | +17.2% | +13.2% |
| 5Y | -68.9% | -1.9% | -67.0% | -73.3% |
| All | -38.4% | +14.9% | -53.4% | -51.5% |
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