+225.6%
ET vs FTV
+127.6%
+98.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +2.5% | +3.9% | -1.4% | +0.7% |
| 30D | -2.5% | +18.7% | -21.1% | -10.2% |
| 3M | -4.9% | +10.0% | -14.9% | -9.5% |
| 6M | -0.1% | +14.6% | -14.6% | -7.4% |
| YTD | +26.2% | +23.4% | +2.8% | +11.1% |
| 1Y | +25.2% | +31.3% | -6.1% | +6.4% |
| 3Y | +84.2% | +39.8% | +44.4% | +47.5% |
| 5Y | +216.1% | +17.7% | +198.4% | +170.9% |
| 10Y | +160.7% | +110.2% | +50.4% | +56.4% |
| All | +225.6% | +127.6% | +98.1% | +89.1% |
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