+178.5%
EXE vs FTV
+12.2%
+166.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -0.3% | -4.5% | +4.2% | +0.9% |
| 30D | +8.5% | -7.1% | +15.5% | +10.6% |
| 3M | +5.5% | -7.2% | +12.6% | +7.0% |
| 6M | -5.9% | -1.5% | -4.4% | -6.5% |
| YTD | -9.7% | +3.5% | -13.2% | -12.3% |
| 1Y | +3.6% | +20.3% | -16.8% | -4.9% |
| 3Y | +18.0% | -3.1% | +21.2% | +15.3% |
| 5Y | +109.4% | +2.3% | +107.1% | +87.0% |
| All | +178.5% | +12.2% | +166.3% | +148.2% |
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