+163.4%
ET vs FTV
+109.0%
+54.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +3.0% | +3.7% | -0.7% | +1.3% |
| 30D | -3.5% | +16.8% | -20.3% | -10.5% |
| 3M | -5.6% | +10.4% | -16.0% | -10.3% |
| 6M | +0.5% | +12.8% | -12.3% | -6.1% |
| YTD | +26.3% | +23.3% | +3.0% | +11.3% |
| 1Y | +25.7% | +31.0% | -5.3% | +7.0% |
| 3Y | +85.1% | +38.6% | +46.5% | +48.9% |
| 5Y | +216.4% | +17.6% | +198.8% | +171.4% |
| All | +163.4% | +109.0% | +54.4% | +52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling