+30.2%
EWJ vs FTV
+21.7%
+8.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +2.5% | -4.5% | +7.0% | +3.4% |
| 30D | +3.3% | -7.1% | +10.3% | +4.6% |
| 3M | +5.0% | -7.2% | +12.1% | +6.3% |
| 6M | +11.5% | -1.5% | +13.0% | +11.0% |
| YTD | +22.4% | +3.5% | +18.9% | +20.5% |
| 1Y | +30.2% | +20.3% | +9.9% | +22.1% |
| All | +30.2% | +21.7% | +8.5% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling