+162.2%
W vs FTV
+78.2%
+84.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.5% |
| 7D | +5.9% | -1.3% | +7.2% | +7.3% |
| 30D | -3.0% | -9.5% | +6.5% | +7.5% |
| 3M | +40.3% | -10.9% | +51.2% | +57.4% |
| 6M | +32.2% | -0.6% | +32.9% | +32.5% |
| YTD | -0.3% | +1.4% | -1.7% | -5.3% |
| 1Y | +16.2% | +17.6% | -1.5% | -6.8% |
| 3Y | +40.7% | -3.3% | +44.0% | +49.1% |
| 5Y | -62.3% | -0.1% | -62.2% | -60.3% |
| 10Y | +162.2% | +82.5% | +79.7% | +79.8% |
| All | +162.2% | +78.2% | +84.0% | +79.8% |
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