+110.7%
ED vs FTV
+78.2%
+32.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -0.2% | -1.3% | +1.1% | 0.0% |
| 30D | +1.9% | -9.5% | +11.5% | +3.6% |
| 3M | +1.9% | -10.9% | +12.8% | +3.6% |
| 6M | -2.3% | -0.6% | -1.6% | -2.5% |
| YTD | +10.9% | +1.4% | +9.5% | +9.8% |
| 1Y | +14.5% | +17.6% | -3.1% | +10.2% |
| 3Y | +33.4% | -3.3% | +36.6% | +31.4% |
| 5Y | +67.3% | -0.1% | +67.4% | +61.4% |
| 10Y | +110.7% | +82.5% | +28.2% | +69.6% |
| All | +110.7% | +78.2% | +32.5% | +69.6% |
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 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