+303.5%
EWY vs FTV
+80.7%
+222.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.1% |
| 7D | -0.1% | -4.0% | +3.9% | +1.9% |
| 30D | +7.3% | -11.0% | +18.3% | +13.4% |
| 3M | -5.1% | -8.4% | +3.3% | -1.6% |
| 6M | +42.1% | -2.6% | +44.6% | +42.9% |
| YTD | +94.1% | -0.6% | +94.7% | +91.1% |
| 1Y | +147.8% | +11.0% | +136.9% | +130.0% |
| 3Y | +222.9% | -6.3% | +229.3% | +221.0% |
| 5Y | +150.6% | -1.5% | +152.2% | +137.8% |
| All | +303.5% | +80.7% | +222.8% | +194.9% |
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 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