+386.4%
V vs FTV
+80.4%
+306.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.3% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | +1.9% | -8.3% | +10.2% | +6.2% |
| 3M | +15.5% | -7.4% | +22.9% | +19.4% |
| 6M | +16.6% | -1.2% | +17.8% | +16.3% |
| YTD | +5.7% | +2.7% | +3.1% | +2.5% |
| 1Y | +8.6% | +18.4% | -9.9% | -2.5% |
| 3Y | +52.5% | -2.0% | +54.6% | +47.3% |
| 5Y | +67.1% | +3.4% | +63.7% | +53.2% |
| All | +386.4% | +80.4% | +306.0% | +227.7% |
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