-29.4%
EW vs FTV
+4.3%
-33.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.8% | -3.3% |
| 7D | -4.4% | -0.4% | -4.0% | -4.3% |
| 30D | -3.3% | -8.3% | +5.0% | -0.2% |
| 3M | +1.0% | -7.4% | +8.4% | +3.5% |
| 6M | +6.2% | -1.2% | +7.4% | +5.7% |
| YTD | +1.7% | +2.7% | -1.0% | -1.2% |
| 1Y | +8.1% | +18.4% | -10.3% | -1.9% |
| 3Y | +17.1% | -2.0% | +19.1% | +13.5% |
| 5Y | -29.4% | +3.4% | -32.8% | -36.0% |
| All | -29.4% | +4.3% | -33.6% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling