+79.8%
ESI vs FTV
-5.5%
+85.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -2.8% |
| 7D | -2.3% | -5.2% | +2.9% | +1.5% |
| 30D | -9.0% | -11.5% | +2.5% | -0.8% |
| 3M | -13.3% | -9.0% | -4.2% | -7.9% |
| 6M | +5.3% | -2.0% | +7.3% | +5.6% |
| YTD | +37.6% | -0.9% | +38.6% | +34.9% |
| 1Y | +33.6% | +14.8% | +18.8% | +15.8% |
| All | +79.8% | -5.5% | +85.3% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling