+309.3%
EAT vs FTV
+109.0%
+200.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -7.1% | +3.7% | -10.8% | -9.9% |
| 30D | -2.3% | +16.8% | -19.2% | -14.0% |
| 3M | -19.6% | +10.4% | -30.0% | -26.1% |
| 6M | +46.0% | +12.8% | +33.2% | +30.3% |
| YTD | +37.7% | +23.3% | +14.4% | +11.3% |
| 1Y | +73.8% | +31.0% | +42.8% | +32.7% |
| 3Y | +482.1% | +38.6% | +443.5% | +311.9% |
| 5Y | +362.5% | +17.6% | +344.9% | +272.7% |
| All | +309.3% | +109.0% | +200.3% | +134.0% |
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