+101.4%
EXE vs FTV
+1.8%
+99.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -2.7% | -1.3% | -1.4% | -2.4% |
| 30D | -0.4% | -9.5% | +9.1% | +2.4% |
| 3M | +9.5% | -10.9% | +20.4% | +12.5% |
| 6M | -9.3% | -0.6% | -8.7% | -10.3% |
| YTD | -10.9% | +1.4% | -12.3% | -13.2% |
| 1Y | +4.3% | +17.6% | -13.3% | -4.1% |
| 3Y | +18.8% | -3.3% | +22.1% | +15.6% |
| 5Y | +101.4% | -0.1% | +101.6% | +78.9% |
| All | +101.4% | +1.8% | +99.6% | +78.9% |
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