+161.1%
EWJ vs FTV
+90.8%
+70.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +2.5% | -4.5% | +7.0% | +4.1% |
| 30D | +3.3% | -7.1% | +10.3% | +5.9% |
| 3M | +5.0% | -7.2% | +12.1% | +7.3% |
| 6M | +11.5% | -1.5% | +13.0% | +11.5% |
| YTD | +22.4% | +3.5% | +18.9% | +19.6% |
| 1Y | +30.2% | +20.3% | +9.9% | +20.3% |
| 3Y | +72.8% | -3.1% | +75.9% | +70.3% |
| 5Y | +54.1% | +2.3% | +51.8% | +46.5% |
| 10Y | +140.6% | +76.3% | +64.3% | +93.4% |
| All | +161.1% | +90.8% | +70.4% | +108.9% |
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