+467.6%
EAT vs FTV
+90.8%
+376.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.4% |
| 7D | 0.0% | -4.5% | +4.5% | +3.6% |
| 30D | +1.9% | -7.1% | +8.9% | +7.9% |
| 3M | +68.7% | -7.2% | +75.8% | +77.0% |
| 6M | +66.9% | -1.5% | +68.4% | +65.6% |
| YTD | +60.4% | +3.5% | +56.9% | +49.9% |
| 1Y | +44.0% | +20.3% | +23.6% | +16.5% |
| 3Y | +604.7% | -3.1% | +607.8% | +577.2% |
| 5Y | +347.0% | +2.3% | +344.7% | +301.9% |
| 10Y | +390.8% | +76.3% | +314.4% | +187.5% |
| All | +467.6% | +90.8% | +376.9% | +220.3% |
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 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