+322.7%
EAT vs FTV
+4.3%
+318.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -2.9% |
| 7D | -4.9% | -0.4% | -4.5% | -4.7% |
| 30D | -1.2% | -8.3% | +7.1% | +4.5% |
| 3M | +52.2% | -7.4% | +59.6% | +58.7% |
| 6M | +65.0% | -1.2% | +66.2% | +63.4% |
| YTD | +55.0% | +2.7% | +52.3% | +47.2% |
| 1Y | +42.1% | +18.4% | +23.6% | +19.4% |
| 3Y | +614.7% | -2.0% | +616.8% | +589.1% |
| 5Y | +322.7% | +3.4% | +319.3% | +260.3% |
| All | +322.7% | +4.3% | +318.4% | +260.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling