+52.2%
EW vs FTV
+33.2%
+19.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +11.0% | +0.2% | +10.8% | +10.9% |
| 30D | +19.1% | +15.7% | +3.4% | +15.1% |
| 3M | +14.4% | +7.5% | +6.8% | +12.4% |
| 6M | +22.8% | +8.5% | +14.3% | +20.0% |
| YTD | +19.8% | +18.8% | +1.0% | +13.5% |
| 1Y | +23.9% | +28.5% | -4.6% | +14.3% |
| 3Y | +52.2% | +34.0% | +18.2% | +29.1% |
| All | +52.2% | +33.2% | +19.1% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling