+93.9%
FTV vs EFV
+193.0%
-99.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -4.5% | +1.5% | -6.0% | -5.8% |
| 30D | -7.1% | +1.7% | -8.8% | -8.5% |
| 3M | -7.2% | +8.6% | -15.8% | -14.2% |
| 6M | -1.5% | +11.7% | -13.2% | -11.7% |
| YTD | +3.5% | +19.3% | -15.8% | -13.0% |
| 1Y | +20.3% | +30.2% | -9.9% | -6.9% |
| 3Y | -3.1% | +91.6% | -94.7% | -48.6% |
| 5Y | +2.3% | +96.4% | -94.0% | -47.2% |
| 10Y | +76.3% | +166.5% | -90.2% | -32.6% |
| All | +93.9% | +193.0% | -99.1% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling