-4.4%
FTV vs VCLT
+12.6%
-17.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -9.5% | +0.1% | -9.6% | -9.6% |
| 3M | -10.9% | -2.9% | -8.0% | -9.3% |
| 6M | -0.6% | -4.0% | +3.3% | +1.9% |
| YTD | +1.4% | -2.2% | +3.7% | +2.8% |
| 1Y | +17.6% | -2.6% | +20.2% | +19.5% |
| All | -4.4% | +12.6% | -17.0% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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