+170.7%
EW vs FTV
+90.8%
+79.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -0.3% | -4.5% | +4.1% | +1.6% |
| 30D | +1.0% | -7.1% | +8.1% | +4.3% |
| 3M | +2.8% | -7.2% | +10.0% | +5.6% |
| 6M | +5.5% | -1.5% | +7.0% | +5.1% |
| YTD | +5.5% | +3.5% | +2.0% | +1.8% |
| 1Y | +11.0% | +20.3% | -9.3% | -0.7% |
| 3Y | +17.7% | -3.1% | +20.8% | +14.4% |
| 5Y | -25.7% | +2.3% | -28.1% | -31.2% |
| 10Y | +132.8% | +76.3% | +56.5% | +60.9% |
| All | +170.7% | +90.8% | +79.9% | +89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling