+173.8%
ET vs FTV
+80.7%
+93.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.0% |
| 7D | +0.2% | -4.0% | +4.2% | +2.1% |
| 30D | +2.9% | -11.0% | +13.9% | +8.6% |
| 3M | +16.8% | -8.4% | +25.2% | +21.0% |
| 6M | +18.9% | -2.6% | +21.4% | +18.6% |
| YTD | +37.7% | -0.6% | +38.3% | +34.7% |
| 1Y | +32.4% | +11.0% | +21.5% | +21.7% |
| 3Y | +99.5% | -6.3% | +105.8% | +95.7% |
| 5Y | +244.0% | -1.5% | +245.5% | +219.5% |
| All | +173.8% | +80.7% | +93.0% | +82.5% |
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