+242.9%
EW vs FTV
+107.0%
+135.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | +9.3% | +1.4% | +7.9% | +8.5% |
| 30D | +22.1% | +18.3% | +3.8% | +13.2% |
| 3M | +13.0% | +9.8% | +3.2% | +8.0% |
| 6M | +30.1% | +12.3% | +17.8% | +22.4% |
| YTD | +22.0% | +23.1% | -1.1% | +8.6% |
| 1Y | +23.7% | +32.5% | -8.8% | +6.2% |
| 3Y | +62.0% | +38.3% | +23.7% | +32.4% |
| 5Y | -12.4% | +16.8% | -29.3% | -23.5% |
| All | +242.9% | +107.0% | +135.9% | +136.8% |
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