+7.4%
EMB vs FTV
+18.0%
-10.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.7% | +3.7% | -4.4% | -1.3% |
| 30D | +0.5% | +16.8% | -16.3% | -2.1% |
| 3M | -2.5% | +10.4% | -12.9% | -4.1% |
| 6M | -2.0% | +12.8% | -14.8% | -4.2% |
| YTD | -0.9% | +23.3% | -24.2% | -5.0% |
| 1Y | -0.3% | +31.0% | -31.3% | -5.6% |
| 3Y | +29.2% | +38.6% | -9.4% | +18.9% |
| 5Y | +7.4% | +17.6% | -10.1% | -1.1% |
| All | +7.4% | +18.0% | -10.5% | -1.1% |
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