+199.8%
EWT vs FTV
-3.3%
+203.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | +2.1% | -1.3% | +3.4% | +2.6% |
| 30D | +9.4% | -9.5% | +18.9% | +13.4% |
| 3M | +10.9% | -10.9% | +21.8% | +15.5% |
| 6M | +57.9% | -0.6% | +58.6% | +57.4% |
| YTD | +75.9% | +1.4% | +74.5% | +72.6% |
| 1Y | +89.7% | +17.6% | +72.1% | +73.6% |
| All | +199.8% | -3.3% | +203.1% | +197.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling