+102.1%
FE vs FTV
+119.0%
-16.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | +4.1% | +15.7% | -11.5% | +0.2% |
| 3M | -1.0% | +7.5% | -8.5% | -3.1% |
| 6M | +4.0% | +8.5% | -4.5% | +1.3% |
| YTD | +6.8% | +18.8% | -12.0% | +0.8% |
| 1Y | +5.3% | +28.5% | -23.3% | -3.0% |
| 3Y | +44.6% | +34.0% | +10.6% | +28.0% |
| 5Y | +44.2% | +12.6% | +31.6% | +33.3% |
| 10Y | +107.3% | +111.4% | -4.1% | +49.4% |
| All | +102.1% | +119.0% | -16.9% | +45.2% |
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