+621.5%
XYZ vs FTV
+107.5%
+514.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | 0.0% |
| 7D | -2.2% | -0.7% | -1.5% | -1.6% |
| 30D | +11.6% | +18.3% | -6.8% | -4.1% |
| 3M | +8.4% | +10.2% | -1.8% | -0.9% |
| 6M | +17.2% | +12.8% | +4.3% | +3.4% |
| YTD | +31.7% | +23.4% | +8.3% | +5.5% |
| 1Y | +30.1% | +31.4% | -1.4% | -2.1% |
| 3Y | +66.4% | +38.7% | +27.8% | +18.9% |
| 5Y | -62.2% | +18.6% | -80.7% | -68.0% |
| 10Y | +621.5% | +110.1% | +511.4% | +320.5% |
| All | +621.5% | +107.5% | +514.1% | +320.5% |
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