-49.3%
TE vs FTV
-2.3%
-47.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.4% |
| 7D | +0.2% | -4.0% | +4.2% | +4.1% |
| 30D | -5.9% | -11.0% | +5.1% | +4.7% |
| 3M | -45.6% | -8.4% | -37.2% | -41.8% |
| 6M | -43.4% | -2.6% | -40.8% | -43.1% |
| YTD | -31.0% | -0.6% | -30.4% | -35.1% |
| 1Y | +145.2% | +11.0% | +134.3% | +99.0% |
| 3Y | -24.1% | -6.3% | -17.7% | -22.5% |
| All | -49.3% | -2.3% | -47.1% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling