+81.2%
EWZ vs FTV
+119.0%
-37.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.5% | +0.2% | -1.7% | -1.7% |
| 30D | -24.5% | +15.7% | -40.2% | -30.0% |
| 3M | -10.7% | +7.5% | -18.2% | -14.4% |
| 6M | -19.1% | +8.5% | -27.6% | -23.3% |
| YTD | +1.6% | +18.8% | -17.2% | -9.4% |
| 1Y | +4.3% | +28.5% | -24.2% | -11.1% |
| 3Y | +19.0% | +34.0% | -15.0% | -4.5% |
| 5Y | +57.7% | +12.6% | +45.1% | +36.7% |
| 10Y | +51.3% | +111.4% | -60.1% | -18.1% |
| All | +81.2% | +119.0% | -37.8% | -3.5% |
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