+38.8%
FXI vs FTV
+39.2%
-0.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -4.2% | +3.9% | -8.1% | -5.0% |
| 30D | -1.1% | +18.7% | -19.8% | -5.0% |
| 3M | -4.0% | +10.0% | -14.0% | -6.1% |
| 6M | -11.8% | +14.6% | -26.4% | -15.0% |
| YTD | -11.9% | +23.4% | -35.3% | -17.4% |
| 1Y | -16.1% | +31.3% | -47.4% | -23.1% |
| 3Y | +38.8% | +39.8% | -1.0% | +15.4% |
| All | +38.8% | +39.2% | -0.4% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling