+110.6%
ED vs FTV
+126.9%
-16.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.6% |
| 7D | +2.1% | +1.4% | +0.7% | +1.9% |
| 30D | +12.4% | +18.3% | -5.9% | +9.3% |
| 3M | +13.1% | +9.8% | +3.3% | +11.3% |
| 6M | +14.1% | +12.3% | +1.7% | +11.6% |
| YTD | +23.1% | +23.1% | 0.0% | +18.0% |
| 1Y | +25.4% | +32.5% | -7.1% | +18.6% |
| 3Y | +47.9% | +38.3% | +9.5% | +35.8% |
| 5Y | +81.9% | +16.8% | +65.0% | +71.5% |
| 10Y | +141.3% | +106.6% | +34.7% | +92.1% |
| All | +110.6% | +126.9% | -16.3% | +67.5% |
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