+89.6%
EMR vs FTV
+16.7%
+72.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.8% |
| 7D | +0.7% | +1.4% | -0.7% | -0.2% |
| 30D | +3.5% | +18.3% | -14.8% | -7.4% |
| 3M | +5.9% | +9.8% | -3.9% | -0.5% |
| 6M | +19.4% | +12.3% | +7.1% | +10.2% |
| YTD | +27.7% | +23.1% | +4.6% | +10.2% |
| 1Y | +30.9% | +32.5% | -1.6% | +7.4% |
| 3Y | +104.2% | +38.3% | +65.9% | +61.9% |
| 5Y | +89.6% | +16.8% | +72.8% | +67.4% |
| All | +89.6% | +16.7% | +72.9% | +67.4% |
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