+81.2%
EWZ vs FTV
+79.5%
+1.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | +6.5% | -4.5% | +11.0% | +8.9% |
| 30D | +4.8% | -7.1% | +11.9% | +8.6% |
| 3M | +9.9% | -7.2% | +17.1% | +13.2% |
| 6M | +1.9% | -1.5% | +3.5% | +1.5% |
| YTD | +20.3% | +3.5% | +16.8% | +15.4% |
| 1Y | +35.6% | +20.3% | +15.3% | +19.3% |
| 3Y | +43.4% | -3.1% | +46.6% | +38.1% |
| 5Y | +55.9% | +2.3% | +53.6% | +41.2% |
| All | +81.2% | +79.5% | +1.7% | +17.4% |
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