+18.2%
EWJ vs FTV
+37.8%
-19.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +1.0% |
| 7D | -1.2% | +6.6% | -7.8% | -2.3% |
| 30D | -5.5% | +19.1% | -24.6% | -8.3% |
| 3M | -0.8% | +13.1% | -13.9% | -3.0% |
| 6M | +7.1% | +14.0% | -6.9% | +4.5% |
| YTD | +16.9% | +24.2% | -7.3% | +11.6% |
| 1Y | +18.2% | +36.4% | -18.2% | +8.7% |
| All | +18.2% | +37.8% | -19.6% | +8.7% |
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 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