+92.5%
FTV vs ITOT
+313.8%
-221.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.2% |
| 7D | -0.4% | +0.7% | -1.0% | -1.0% |
| 30D | -8.3% | -1.1% | -7.2% | -7.3% |
| 3M | -7.4% | +3.9% | -11.3% | -11.0% |
| 6M | -1.2% | +14.7% | -16.0% | -14.3% |
| YTD | +2.7% | +13.3% | -10.6% | -9.9% |
| 1Y | +18.4% | +19.1% | -0.7% | -1.4% |
| 3Y | -2.0% | +77.3% | -79.4% | -45.6% |
| 5Y | +3.4% | +74.1% | -70.7% | -41.5% |
| 10Y | +78.5% | +293.1% | -214.6% | -57.5% |
| All | +92.5% | +313.8% | -221.4% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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