+125.6%
EW vs FTV
+78.2%
+47.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | -5.1% | -1.3% | -3.8% | -4.6% |
| 30D | -6.4% | -9.5% | +3.2% | -2.1% |
| 3M | -1.6% | -10.9% | +9.4% | +3.2% |
| 6M | +2.3% | -0.6% | +2.9% | +1.5% |
| YTD | +1.1% | +1.4% | -0.3% | -1.6% |
| 1Y | +8.0% | +17.6% | -9.6% | -2.6% |
| 3Y | +16.3% | -3.3% | +19.6% | +12.9% |
| 5Y | -29.4% | -0.1% | -29.3% | -33.9% |
| 10Y | +125.6% | +82.5% | +43.1% | +40.4% |
| All | +125.6% | +78.2% | +47.4% | +40.4% |
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