+38.9%
EFX vs FTV
+80.1%
-41.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.2% |
| 7D | -11.1% | -5.2% | -5.9% | -8.6% |
| 30D | -7.4% | -11.5% | +4.1% | -1.3% |
| 3M | +1.5% | -9.0% | +10.5% | +6.5% |
| 6M | -13.7% | -2.0% | -11.7% | -13.1% |
| YTD | -21.9% | -0.9% | -20.9% | -22.1% |
| 1Y | -30.8% | +14.8% | -45.6% | -36.3% |
| 3Y | -12.4% | -5.5% | -6.9% | -11.6% |
| 5Y | -35.9% | -1.9% | -34.1% | -37.4% |
| All | +38.9% | +80.1% | -41.2% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling