+263.6%
EMR vs FTV
+80.1%
+183.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | +0.4% |
| 7D | -1.2% | -5.2% | +4.0% | +2.7% |
| 30D | -9.4% | -11.5% | +2.1% | -0.9% |
| 3M | +8.6% | -9.0% | +17.6% | +16.1% |
| 6M | +6.7% | -2.0% | +8.7% | +7.7% |
| YTD | +13.1% | -0.9% | +14.0% | +12.5% |
| 1Y | +12.7% | +14.8% | -2.1% | +0.1% |
| 3Y | +58.1% | -5.5% | +63.6% | +60.2% |
| 5Y | +63.6% | -1.9% | +65.5% | +58.1% |
| All | +263.6% | +80.1% | +183.5% | +141.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling