+46.0%
FE vs FTV
+17.3%
+28.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.2% | +3.9% | -2.7% | +0.7% |
| 30D | +4.5% | +18.7% | -14.1% | +2.0% |
| 3M | +1.3% | +10.0% | -8.7% | -0.1% |
| 6M | +8.7% | +14.6% | -5.9% | +6.3% |
| YTD | +9.2% | +23.4% | -14.2% | +5.3% |
| 1Y | +7.0% | +31.3% | -24.3% | +2.0% |
| 3Y | +51.4% | +39.8% | +11.6% | +38.7% |
| All | +46.0% | +17.3% | +28.7% | +42.1% |
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