+248.8%
EW vs FTV
+107.5%
+141.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +6.5% | -0.7% | +7.1% | +6.7% |
| 30D | +22.5% | +18.3% | +4.1% | +13.5% |
| 3M | +13.0% | +10.2% | +2.8% | +7.8% |
| 6M | +37.1% | +12.8% | +24.3% | +28.8% |
| YTD | +24.1% | +23.4% | +0.7% | +10.4% |
| 1Y | +24.2% | +31.4% | -7.2% | +7.1% |
| 3Y | +64.8% | +38.7% | +26.1% | +34.6% |
| 5Y | -7.4% | +18.6% | -26.0% | -19.7% |
| 10Y | +248.8% | +110.1% | +138.6% | +140.7% |
| All | +248.8% | +107.5% | +141.3% | +140.7% |
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