-30.7%
EFX vs FTV
+17.3%
-48.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -0.8% | +3.9% | -4.7% | -3.3% |
| 30D | +25.1% | +18.7% | +6.5% | +11.5% |
| 3M | +1.7% | +10.0% | -8.4% | -4.9% |
| 6M | +18.4% | +14.6% | +3.8% | +7.4% |
| YTD | -12.5% | +23.4% | -35.9% | -25.2% |
| 1Y | -8.1% | +31.3% | -39.4% | -24.8% |
| 3Y | +4.8% | +39.8% | -35.0% | -20.6% |
| All | -30.7% | +17.3% | -48.0% | -38.7% |
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