+62.4%
EWY vs FTV
+37.8%
+24.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -2.3% |
| 7D | -8.3% | +6.6% | -14.9% | -9.3% |
| 30D | -20.5% | +19.1% | -39.6% | -22.9% |
| 3M | -11.1% | +13.1% | -24.2% | -13.2% |
| 6M | -7.0% | +14.0% | -21.0% | -9.1% |
| YTD | +56.5% | +24.2% | +32.3% | +50.2% |
| 1Y | +62.4% | +36.4% | +26.1% | +56.1% |
| All | +62.4% | +37.8% | +24.6% | +56.1% |
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