+41.3%
EL vs FTV
+124.8%
-83.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +1.3% |
| 7D | +8.0% | +0.4% | +7.6% | +7.9% |
| 30D | +15.4% | +17.2% | -1.8% | +5.1% |
| 3M | +28.5% | +8.9% | +19.6% | +21.9% |
| 6M | +32.2% | +11.3% | +20.9% | +23.2% |
| YTD | +9.2% | +21.9% | -12.7% | -4.7% |
| 1Y | +30.8% | +31.6% | -0.8% | +8.9% |
| 3Y | +3.7% | +38.1% | -34.4% | -15.7% |
| 5Y | -64.8% | +15.7% | -80.5% | -68.9% |
| 10Y | +60.0% | +107.5% | -47.4% | +11.0% |
| All | +41.3% | +124.8% | -83.5% | -3.4% |
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 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