-26.6%
U vs FTV
+43.0%
-69.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +2.8% | +3.7% | -0.9% | -0.6% |
| 30D | +7.6% | +16.8% | -9.2% | -7.8% |
| 3M | +12.7% | +10.4% | +2.3% | +1.5% |
| 6M | +87.0% | +12.8% | +74.1% | +62.0% |
| YTD | +13.6% | +23.3% | -9.7% | -11.0% |
| 1Y | +25.3% | +31.0% | -5.7% | -8.1% |
| 3Y | +85.8% | +38.6% | +47.2% | +27.1% |
| 5Y | -74.5% | +17.6% | -92.0% | -82.2% |
| All | -26.6% | +43.0% | -69.6% | -53.3% |
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