+50.3%
EWZ vs FTV
+113.3%
-63.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.7% | +0.7% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | -25.1% | +17.2% | -42.3% | -31.0% |
| 3M | -7.7% | +8.9% | -16.6% | -12.1% |
| 6M | -15.8% | +11.3% | -27.1% | -21.2% |
| YTD | +3.6% | +21.9% | -18.3% | -8.8% |
| 1Y | +5.5% | +31.6% | -26.1% | -11.1% |
| 3Y | +22.1% | +38.1% | -16.0% | -3.4% |
| 5Y | +58.3% | +15.7% | +42.6% | +35.5% |
| 10Y | +50.3% | +107.5% | -57.2% | -14.6% |
| All | +50.3% | +113.3% | -63.1% | -14.6% |
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