+57.8%
EWZ vs FTV
+12.0%
+45.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | -24.5% | +15.7% | -40.2% | -27.8% |
| 3M | -10.7% | +7.5% | -18.2% | -12.8% |
| 6M | -19.1% | +8.5% | -27.6% | -21.5% |
| YTD | +1.6% | +18.8% | -17.2% | -5.0% |
| 1Y | +4.3% | +28.5% | -24.2% | -5.3% |
| 3Y | +19.0% | +34.0% | -15.0% | +3.9% |
| All | +57.8% | +12.0% | +45.8% | +40.0% |
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