+604.5%
XYZ vs FTV
+78.2%
+526.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | +0.2% |
| 7D | -3.7% | -1.3% | -2.4% | -2.6% |
| 30D | +0.5% | -9.5% | +10.0% | +9.9% |
| 3M | +16.3% | -10.9% | +27.2% | +27.8% |
| 6M | +21.1% | -0.6% | +21.8% | +19.8% |
| YTD | +22.0% | +1.4% | +20.6% | +17.0% |
| 1Y | +5.2% | +17.6% | -12.5% | -13.0% |
| 3Y | +49.6% | -3.3% | +52.8% | +49.6% |
| 5Y | -68.4% | -0.1% | -68.3% | -68.6% |
| 10Y | +604.5% | +82.5% | +522.0% | +424.5% |
| All | +604.5% | +78.2% | +526.3% | +424.5% |
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