-16.1%
Z vs FTV
+109.5%
-125.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | -4.6% | +0.2% | -4.8% | -4.3% |
| 30D | +8.3% | +15.7% | -7.3% | -2.4% |
| 3M | -11.6% | +7.5% | -19.1% | -16.1% |
| 6M | -33.6% | +8.5% | -42.1% | -37.8% |
| YTD | -56.7% | +18.8% | -75.5% | -62.4% |
| 1Y | -59.1% | +28.5% | -87.7% | -66.7% |
| 3Y | -20.4% | +34.0% | -54.4% | -37.7% |
| 5Y | -55.3% | +12.6% | -67.9% | -60.6% |
| All | -16.1% | +109.5% | -125.6% | -50.6% |
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