-64.8%
EL vs FTV
+16.4%
-81.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +0.9% |
| 7D | +8.0% | +0.4% | +7.6% | +7.8% |
| 30D | +15.4% | +17.2% | -1.8% | +2.8% |
| 3M | +28.5% | +8.9% | +19.6% | +20.4% |
| 6M | +32.2% | +11.3% | +20.9% | +21.0% |
| YTD | +9.2% | +21.9% | -12.7% | -8.6% |
| 1Y | +30.8% | +31.6% | -0.8% | +2.7% |
| 3Y | +3.7% | +38.1% | -34.4% | -22.7% |
| 5Y | -64.8% | +15.7% | -80.5% | -69.4% |
| All | -64.8% | +16.4% | -81.2% | -69.4% |
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 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