+454.5%
V vs FTV
+107.5%
+346.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | +0.6% | +1.4% | -0.8% | -0.1% |
| 30D | +9.7% | +18.3% | -8.5% | +1.1% |
| 3M | +17.3% | +9.8% | +7.5% | +11.8% |
| 6M | +33.2% | +12.3% | +20.9% | +24.9% |
| YTD | +21.3% | +23.1% | -1.7% | +7.5% |
| 1Y | +27.3% | +32.5% | -5.2% | +8.5% |
| 3Y | +76.1% | +38.3% | +37.8% | +42.4% |
| 5Y | +103.5% | +16.8% | +86.6% | +76.4% |
| 10Y | +454.5% | +106.6% | +347.9% | +245.1% |
| All | +454.5% | +107.5% | +346.9% | +245.1% |
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