+164.6%
IEFA vs FTV
+87.0%
+77.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.6% |
| 7D | -0.5% | -1.3% | +0.8% | 0.0% |
| 30D | -1.1% | -9.5% | +8.4% | +2.9% |
| 3M | +5.1% | -10.9% | +16.0% | +9.6% |
| 6M | +9.3% | -0.6% | +9.9% | +8.8% |
| YTD | +13.0% | +1.4% | +11.5% | +10.7% |
| 1Y | +19.2% | +17.6% | +1.5% | +9.4% |
| 3Y | +67.0% | -3.3% | +70.2% | +63.5% |
| 5Y | +51.1% | -0.1% | +51.3% | +43.2% |
| 10Y | +146.5% | +82.5% | +64.0% | +85.8% |
| All | +164.6% | +87.0% | +77.6% | +99.3% |
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