+231.7%
EWY vs FTV
+127.6%
+104.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +4.2% | +3.9% | +0.3% | +2.3% |
| 30D | -10.7% | +18.7% | -29.3% | -17.6% |
| 3M | -20.1% | +10.0% | -30.1% | -23.6% |
| 6M | -24.3% | +14.6% | -38.9% | -29.4% |
| YTD | +46.9% | +23.4% | +23.4% | +30.5% |
| 1Y | +55.2% | +31.3% | +23.9% | +33.6% |
| 3Y | +157.0% | +39.8% | +117.2% | +110.1% |
| 5Y | +98.9% | +17.7% | +81.2% | +74.0% |
| 10Y | +226.3% | +110.2% | +116.1% | +113.0% |
| All | +231.7% | +127.6% | +104.1% | +113.7% |
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