+87.7%
EEM vs FTV
-3.3%
+90.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +2.0% | -1.3% | +3.3% | +2.3% |
| 30D | +5.1% | -9.5% | +14.6% | +7.9% |
| 3M | +4.6% | -10.9% | +15.5% | +7.7% |
| 6M | +17.8% | -0.6% | +18.4% | +17.3% |
| YTD | +25.8% | +1.4% | +24.4% | +23.9% |
| 1Y | +36.4% | +17.6% | +18.8% | +27.4% |
| All | +87.7% | -3.3% | +90.9% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling