+64.6%
EFA vs FTV
-3.3%
+67.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -0.5% | -1.3% | +0.8% | -0.1% |
| 30D | -1.3% | -9.5% | +8.2% | +1.4% |
| 3M | +5.2% | -10.9% | +16.1% | +8.4% |
| 6M | +9.4% | -0.6% | +10.0% | +8.8% |
| YTD | +12.7% | +1.4% | +11.3% | +10.9% |
| 1Y | +19.3% | +17.6% | +1.6% | +11.2% |
| All | +64.6% | -3.3% | +67.9% | +63.9% |
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