-30.8%
EFX vs FTV
+15.4%
-46.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.1% |
| 7D | -11.1% | -5.2% | -5.9% | -8.7% |
| 30D | -7.4% | -11.5% | +4.1% | -1.6% |
| 3M | +1.5% | -9.0% | +10.5% | +6.1% |
| 6M | -13.7% | -2.0% | -11.7% | -13.1% |
| YTD | -21.9% | -0.9% | -20.9% | -21.2% |
| 1Y | -30.8% | +14.8% | -45.6% | -36.2% |
| All | -30.8% | +15.4% | -46.2% | -36.2% |
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