+555.7%
EME vs FTV
-0.7%
+556.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.8% |
| 7D | +2.7% | -1.3% | +4.0% | +3.4% |
| 30D | -6.8% | -9.5% | +2.7% | -2.0% |
| 3M | -8.8% | -10.9% | +2.1% | -3.7% |
| 6M | +5.0% | -0.6% | +5.6% | +4.2% |
| YTD | +23.5% | +1.4% | +22.1% | +19.1% |
| 1Y | +21.3% | +17.6% | +3.7% | +5.6% |
| 3Y | +241.1% | -3.3% | +244.3% | +234.1% |
| All | +555.7% | -0.7% | +556.4% | +532.4% |
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 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