+381.2%
EAT vs FTV
+126.9%
+254.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.1% | -4.9% |
| 7D | -5.9% | +1.4% | -7.3% | -7.0% |
| 30D | +0.7% | +18.3% | -17.6% | -12.1% |
| 3M | -14.2% | +9.8% | -24.1% | -20.7% |
| 6M | +40.7% | +12.3% | +28.4% | +26.2% |
| YTD | +36.0% | +23.1% | +12.9% | +10.3% |
| 1Y | +83.1% | +32.5% | +50.5% | +38.8% |
| 3Y | +474.8% | +38.3% | +436.5% | +309.3% |
| 5Y | +347.6% | +16.8% | +330.7% | +263.8% |
| 10Y | +321.5% | +106.6% | +215.0% | +114.8% |
| All | +381.2% | +126.9% | +254.2% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling