-2.1%
EME vs FTV
+37.8%
-39.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.3% | -11.9% | -9.6% |
| 7D | -5.8% | +6.6% | -12.4% | -5.9% |
| 30D | -17.9% | +19.1% | -37.0% | -18.2% |
| 3M | -22.0% | +13.1% | -35.1% | -22.3% |
| 6M | -29.7% | +14.0% | -43.7% | -29.5% |
| YTD | +4.7% | +24.2% | -19.5% | +5.9% |
| 1Y | -2.1% | +36.4% | -38.5% | +1.4% |
| All | -2.1% | +37.8% | -39.9% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling