+67.6%
EWZ vs FTV
+4.3%
+63.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.7% | +2.2% |
| 7D | +5.6% | -0.4% | +6.0% | +5.7% |
| 30D | +9.3% | -8.3% | +17.6% | +12.0% |
| 3M | +15.7% | -7.4% | +23.1% | +17.9% |
| 6M | +7.4% | -1.2% | +8.6% | +7.0% |
| YTD | +22.7% | +2.7% | +20.0% | +19.9% |
| 1Y | +36.4% | +18.4% | +17.9% | +26.4% |
| 3Y | +50.4% | -2.0% | +52.4% | +46.7% |
| 5Y | +67.6% | +3.4% | +64.2% | +52.8% |
| All | +67.6% | +4.3% | +63.3% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling