+76.5%
FTV vs EFV
+169.9%
-93.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.7% |
| 7D | -4.0% | -0.8% | -3.1% | -3.2% |
| 30D | -11.0% | +0.6% | -11.7% | -11.5% |
| 3M | -8.4% | +7.5% | -15.9% | -14.5% |
| 6M | -2.6% | +13.0% | -15.6% | -13.6% |
| YTD | -0.6% | +18.3% | -18.9% | -15.8% |
| 1Y | +11.0% | +26.7% | -15.8% | -12.0% |
| 3Y | -6.3% | +89.6% | -95.9% | -49.8% |
| 5Y | -1.5% | +98.2% | -99.8% | -49.7% |
| All | +76.5% | +169.9% | -93.4% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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