+351.4%
ESI vs FTV
+127.5%
+223.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.7% | +3.8% |
| 7D | +1.8% | -0.7% | +2.5% | +2.5% |
| 30D | -6.6% | +18.3% | -24.9% | -17.9% |
| 3M | -9.4% | +10.2% | -19.6% | -16.0% |
| 6M | -24.1% | +12.8% | -36.9% | -31.4% |
| YTD | +37.1% | +23.4% | +13.8% | +14.2% |
| 1Y | +24.5% | +31.4% | -6.9% | -1.2% |
| 3Y | +83.2% | +38.7% | +44.5% | +38.5% |
| 5Y | +44.0% | +18.6% | +25.4% | +21.2% |
| 10Y | +332.8% | +110.1% | +222.7% | +146.9% |
| All | +351.4% | +127.5% | +223.9% | +148.0% |
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 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