+164.3%
EWY vs FTV
+21.5%
+142.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +4.8% |
| 7D | +4.8% | -4.6% | +9.4% | +5.6% |
| 30D | +11.7% | -7.2% | +18.8% | +13.0% |
| 3M | -7.4% | -7.3% | -0.1% | -6.0% |
| 6M | +40.6% | -1.6% | +42.2% | +39.8% |
| YTD | +94.3% | +3.3% | +90.9% | +92.6% |
| 1Y | +164.3% | +20.2% | +144.1% | +152.6% |
| All | +164.3% | +21.5% | +142.8% | +152.6% |
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