-1.0%
FTV vs EFV
+95.9%
-96.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.6% |
| 7D | -4.0% | -0.8% | -3.1% | -3.3% |
| 30D | -11.0% | +0.6% | -11.7% | -11.5% |
| 3M | -8.4% | +7.5% | -15.9% | -13.9% |
| 6M | -2.6% | +13.0% | -15.6% | -12.6% |
| YTD | -0.6% | +18.3% | -18.9% | -14.7% |
| 1Y | +11.0% | +26.7% | -15.8% | -10.4% |
| 3Y | -6.3% | +89.6% | -95.9% | -47.5% |
| All | -1.0% | +95.9% | -96.8% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling