+60.9%
EFX vs FTV
+127.6%
-66.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.8% | +3.9% | -4.7% | -2.8% |
| 30D | +25.1% | +18.7% | +6.5% | +14.3% |
| 3M | +1.7% | +10.0% | -8.4% | -3.5% |
| 6M | +18.4% | +14.6% | +3.8% | +9.8% |
| YTD | -12.5% | +23.4% | -35.9% | -22.4% |
| 1Y | -8.1% | +31.3% | -39.4% | -21.0% |
| 3Y | +4.8% | +39.8% | -35.0% | -13.5% |
| 5Y | -30.1% | +17.7% | -47.8% | -38.2% |
| 10Y | +81.5% | +110.2% | -28.8% | +28.5% |
| All | +60.9% | +127.6% | -66.6% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling