+109.0%
ED vs FTV
+124.8%
-15.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.8% | -0.6% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | +11.6% | +17.2% | -5.6% | +8.7% |
| 3M | +10.5% | +8.9% | +1.7% | +8.9% |
| 6M | +13.2% | +11.3% | +1.9% | +10.9% |
| YTD | +22.1% | +21.9% | +0.2% | +17.3% |
| 1Y | +24.2% | +31.6% | -7.4% | +17.5% |
| 3Y | +46.9% | +38.1% | +8.8% | +35.0% |
| 5Y | +80.8% | +15.7% | +65.1% | +70.8% |
| 10Y | +134.3% | +107.5% | +26.8% | +86.6% |
| All | +109.0% | +124.8% | -15.8% | +66.6% |
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