+67.3%
ED vs FTV
+4.3%
+63.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +0.5% | -0.4% | +0.9% | +0.6% |
| 30D | +1.1% | -8.3% | +9.4% | +1.7% |
| 3M | +4.6% | -7.4% | +12.0% | +5.2% |
| 6M | -2.0% | -1.2% | -0.8% | -2.0% |
| YTD | +11.7% | +2.7% | +9.0% | +11.0% |
| 1Y | +15.7% | +18.4% | -2.7% | +13.3% |
| 3Y | +34.4% | -2.0% | +36.4% | +33.4% |
| 5Y | +67.3% | +3.4% | +63.9% | +61.1% |
| All | +67.3% | +4.3% | +63.0% | +61.1% |
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