+6.9%
EMB vs FTV
+1.8%
+5.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | 0.0% | -1.3% | +1.3% | +0.2% |
| 30D | -0.3% | -9.5% | +9.2% | +1.4% |
| 3M | -0.3% | -10.9% | +10.6% | +1.5% |
| 6M | +0.7% | -0.6% | +1.4% | +0.5% |
| YTD | +1.3% | +1.4% | -0.2% | +0.4% |
| 1Y | +4.7% | +17.6% | -12.9% | +0.7% |
| 3Y | +30.1% | -3.3% | +33.3% | +28.7% |
| 5Y | +6.9% | -0.1% | +7.0% | +0.7% |
| All | +6.9% | +1.8% | +5.0% | +0.7% |
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