+109.8%
FE vs FTV
+107.8%
+2.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | 0.0% | +0.2% | -0.3% | -0.1% |
| 30D | +5.2% | +15.7% | -10.5% | +1.1% |
| 3M | 0.0% | +7.5% | -7.5% | -2.1% |
| 6M | +5.0% | +8.5% | -3.4% | +2.3% |
| YTD | +7.9% | +18.8% | -10.9% | +1.8% |
| 1Y | +6.3% | +28.5% | -22.2% | -2.1% |
| 3Y | +46.0% | +34.0% | +12.0% | +29.1% |
| 5Y | +45.6% | +12.6% | +33.0% | +34.6% |
| All | +109.8% | +107.8% | +2.0% | +59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling