+614.7%
EAT vs FTV
-3.2%
+617.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.0% |
| 7D | -4.9% | -0.4% | -4.5% | -4.7% |
| 30D | -1.2% | -8.3% | +7.1% | +3.2% |
| 3M | +52.2% | -7.4% | +59.6% | +57.2% |
| 6M | +65.0% | -1.2% | +66.2% | +63.7% |
| YTD | +55.0% | +2.7% | +52.3% | +48.7% |
| 1Y | +42.1% | +18.4% | +23.6% | +22.5% |
| 3Y | +614.7% | -2.0% | +616.8% | +569.2% |
| All | +614.7% | -3.2% | +617.9% | +569.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling