+151.9%
EEM vs FTV
+90.8%
+61.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | +2.3% | -4.5% | +6.8% | +4.2% |
| 30D | +4.5% | -7.1% | +11.6% | +7.5% |
| 3M | -0.1% | -7.2% | +7.1% | +2.5% |
| 6M | +16.9% | -1.5% | +18.5% | +16.8% |
| YTD | +26.2% | +3.5% | +22.8% | +22.7% |
| 1Y | +40.5% | +20.3% | +20.2% | +27.9% |
| 3Y | +86.2% | -3.1% | +89.3% | +82.2% |
| 5Y | +45.5% | +2.3% | +43.1% | +36.2% |
| 10Y | +128.6% | +76.3% | +52.3% | +65.8% |
| All | +151.9% | +90.8% | +61.2% | +79.0% |
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