+65.8%
EMR vs FTV
+1.8%
+64.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.4% |
| 7D | +0.9% | -1.3% | +2.2% | +1.8% |
| 30D | -5.0% | -9.5% | +4.6% | +1.6% |
| 3M | +5.9% | -10.9% | +16.8% | +14.2% |
| 6M | +7.3% | -0.6% | +8.0% | +7.3% |
| YTD | +14.6% | +1.4% | +13.1% | +12.4% |
| 1Y | +15.6% | +17.6% | -2.0% | +2.3% |
| 3Y | +60.2% | -3.3% | +63.4% | +59.7% |
| 5Y | +65.8% | -0.1% | +66.0% | +61.1% |
| All | +65.8% | +1.8% | +64.0% | +61.1% |
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 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