-6.7%
EFX vs FTV
+37.8%
-44.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +1.2% |
| 7D | +9.2% | +6.6% | +2.6% | +5.5% |
| 30D | +34.8% | +19.1% | +15.7% | +22.7% |
| 3M | +8.8% | +13.1% | -4.2% | +1.6% |
| 6M | +12.3% | +14.0% | -1.7% | +4.1% |
| YTD | -10.6% | +24.2% | -34.8% | -19.7% |
| 1Y | -6.7% | +36.4% | -43.1% | -22.2% |
| All | -6.7% | +37.8% | -44.5% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling