+141.9%
EWJ vs FTV
+80.7%
+61.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +0.3% | -4.0% | +4.2% | +1.7% |
| 30D | +0.8% | -11.0% | +11.8% | +4.9% |
| 3M | +7.5% | -8.4% | +15.9% | +10.5% |
| 6M | +15.6% | -2.6% | +18.1% | +15.9% |
| YTD | +22.7% | -0.6% | +23.3% | +21.6% |
| 1Y | +26.4% | +11.0% | +15.5% | +20.1% |
| 3Y | +72.5% | -6.3% | +78.9% | +72.0% |
| 5Y | +52.4% | -1.5% | +54.0% | +46.8% |
| All | +141.9% | +80.7% | +61.2% | +97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling