+43.2%
EQT vs FTV
+82.6%
-39.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.6% |
| 7D | -1.2% | -5.2% | +4.0% | +1.1% |
| 30D | +1.1% | -11.5% | +12.6% | +6.5% |
| 3M | +4.8% | -9.0% | +13.8% | +8.4% |
| 6M | -10.6% | -2.0% | -8.6% | -11.1% |
| YTD | +3.4% | -0.9% | +4.4% | +1.2% |
| 1Y | +8.7% | +14.8% | -6.1% | -1.3% |
| 3Y | +35.0% | -5.5% | +40.5% | +31.7% |
| 5Y | +204.2% | -1.9% | +206.1% | +186.3% |
| 10Y | +52.5% | +78.2% | -25.8% | +8.3% |
| All | +43.2% | +82.6% | -39.4% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling