+325.9%
EAT vs FTV
+107.5%
+218.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.7% |
| 7D | -8.9% | -0.7% | -8.3% | -8.6% |
| 30D | +3.4% | +18.3% | -14.9% | -9.9% |
| 3M | -9.3% | +10.2% | -19.5% | -16.5% |
| 6M | +43.8% | +12.8% | +31.0% | +28.3% |
| YTD | +39.9% | +23.4% | +16.5% | +13.0% |
| 1Y | +89.7% | +31.4% | +58.3% | +44.5% |
| 3Y | +491.3% | +38.7% | +452.6% | +318.2% |
| 5Y | +365.4% | +18.6% | +346.8% | +272.0% |
| 10Y | +325.9% | +110.1% | +215.7% | +140.3% |
| All | +325.9% | +107.5% | +218.4% | +140.3% |
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