+373.6%
EAT vs FTV
+84.4%
+289.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.2% |
| 7D | -6.8% | -1.3% | -5.5% | -5.8% |
| 30D | -5.4% | -9.5% | +4.1% | +2.5% |
| 3M | +42.8% | -10.9% | +53.7% | +55.1% |
| 6M | +56.5% | -0.6% | +57.1% | +54.1% |
| YTD | +50.0% | +1.4% | +48.6% | +42.5% |
| 1Y | +38.3% | +17.6% | +20.6% | +13.9% |
| 3Y | +591.6% | -3.3% | +594.9% | +563.8% |
| 5Y | +312.6% | -0.1% | +312.8% | +279.0% |
| All | +373.6% | +84.4% | +289.2% | +189.7% |
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