-14.5%
Z vs FTV
+113.3%
-127.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.1% | +1.8% |
| 7D | -5.2% | +0.4% | -5.6% | -5.1% |
| 30D | +5.7% | +17.2% | -11.5% | -5.6% |
| 3M | -8.7% | +8.9% | -17.6% | -14.1% |
| 6M | -26.0% | +11.3% | -37.3% | -31.9% |
| YTD | -55.0% | +21.9% | -77.0% | -61.7% |
| 1Y | -58.0% | +31.6% | -89.5% | -66.3% |
| 3Y | -15.2% | +38.1% | -53.3% | -35.0% |
| 5Y | -53.8% | +15.7% | -69.5% | -60.1% |
| 10Y | -14.5% | +107.5% | -122.0% | -50.5% |
| All | -14.5% | +113.3% | -127.8% | -50.5% |
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