+338.8%
EWY vs FTV
+90.8%
+248.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +5.1% |
| 7D | +4.8% | -4.5% | +9.3% | +7.1% |
| 30D | +11.7% | -7.1% | +18.7% | +15.6% |
| 3M | -7.4% | -7.2% | -0.2% | -4.6% |
| 6M | +40.6% | -1.5% | +42.1% | +40.6% |
| YTD | +94.3% | +3.5% | +90.8% | +87.6% |
| 1Y | +164.3% | +20.3% | +143.9% | +135.7% |
| 3Y | +221.0% | -3.1% | +224.1% | +213.9% |
| 5Y | +139.1% | +2.3% | +136.8% | +122.8% |
| 10Y | +298.8% | +76.3% | +222.5% | +182.4% |
| All | +338.8% | +90.8% | +248.0% | +207.1% |
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 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