+52.4%
EFA vs FTV
-3.0%
+55.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | 0.0% |
| 7D | -2.4% | -5.2% | +2.8% | -0.4% |
| 30D | -2.2% | -11.5% | +9.3% | +2.3% |
| 3M | +5.7% | -9.0% | +14.7% | +9.1% |
| 6M | +8.2% | -2.0% | +10.2% | +8.1% |
| YTD | +11.8% | -0.9% | +12.7% | +10.4% |
| 1Y | +18.3% | +14.8% | +3.5% | +9.4% |
| 3Y | +64.9% | -5.5% | +70.4% | +62.7% |
| 5Y | +52.4% | -1.9% | +54.3% | +39.0% |
| All | +52.4% | -3.0% | +55.4% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling