+103.6%
FE vs FTV
+90.8%
+12.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +1.9% | -4.5% | +6.4% | +3.2% |
| 30D | -1.2% | -7.1% | +5.9% | +0.7% |
| 3M | +3.5% | -7.2% | +10.7% | +5.2% |
| 6M | -6.1% | -1.5% | -4.6% | -6.2% |
| YTD | +7.6% | +3.5% | +4.1% | +5.5% |
| 1Y | +11.9% | +20.3% | -8.4% | +4.8% |
| 3Y | +48.4% | -3.1% | +51.6% | +45.2% |
| 5Y | +44.8% | +2.3% | +42.4% | +36.9% |
| 10Y | +115.9% | +76.3% | +39.6% | +63.0% |
| All | +103.6% | +90.8% | +12.8% | +51.9% |
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 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