+310.8%
EAT vs FTV
+109.2%
+201.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -4.0% | +3.9% | -7.9% | -7.1% |
| 30D | -2.9% | +18.7% | -21.6% | -15.5% |
| 3M | -16.9% | +10.0% | -26.9% | -23.3% |
| 6M | +57.0% | +14.6% | +42.4% | +38.2% |
| YTD | +38.2% | +23.4% | +14.8% | +11.6% |
| 1Y | +69.3% | +31.3% | +38.0% | +29.0% |
| 3Y | +483.0% | +39.8% | +443.2% | +309.3% |
| 5Y | +364.1% | +17.7% | +346.5% | +273.8% |
| All | +310.8% | +109.2% | +201.6% | +134.7% |
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