-30.2%
EL vs FTV
-3.2%
-27.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.6% |
| 7D | +1.7% | -0.4% | +2.1% | +1.9% |
| 30D | +15.5% | -8.3% | +23.8% | +21.9% |
| 3M | +20.6% | -7.4% | +28.0% | +25.7% |
| 6M | +10.5% | -1.2% | +11.7% | +9.8% |
| YTD | -1.9% | +2.7% | -4.6% | -6.5% |
| 1Y | +16.1% | +18.4% | -2.4% | -1.9% |
| 3Y | -30.2% | -2.0% | -28.2% | -33.4% |
| All | -30.2% | -3.2% | -27.0% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling