+23.5%
EL vs FTV
+80.1%
-56.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.0% |
| 7D | -4.4% | -5.2% | +0.8% | -1.3% |
| 30D | +10.3% | -11.5% | +21.8% | +18.4% |
| 3M | +13.4% | -9.0% | +22.4% | +19.3% |
| 6M | +3.1% | -2.0% | +5.1% | +3.5% |
| YTD | -6.9% | -0.9% | -6.0% | -8.2% |
| 1Y | +11.9% | +14.8% | -2.9% | +0.5% |
| 3Y | -33.8% | -5.5% | -28.3% | -33.1% |
| 5Y | -69.0% | -1.9% | -67.1% | -69.6% |
| All | +23.5% | +80.1% | -56.6% | -3.2% |
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 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