+33.4%
EMB vs FTV
+90.8%
-57.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | 0.0% | -4.5% | +4.5% | +0.7% |
| 30D | -0.3% | -7.1% | +6.8% | +0.9% |
| 3M | -0.4% | -7.2% | +6.7% | +0.6% |
| 6M | +0.1% | -1.5% | +1.6% | +0.1% |
| YTD | +1.6% | +3.5% | -1.9% | +0.4% |
| 1Y | +5.6% | +20.3% | -14.7% | +1.6% |
| 3Y | +29.8% | -3.1% | +32.9% | +28.5% |
| 5Y | +7.3% | +2.3% | +4.9% | +3.8% |
| 10Y | +30.4% | +76.3% | -45.9% | +14.4% |
| All | +33.4% | +90.8% | -57.4% | +16.1% |
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 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