-1.0%
FTV vs VCLT
-17.2%
+16.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -4.0% | -1.4% | -2.6% | -3.2% |
| 30D | -11.0% | -1.2% | -9.8% | -10.4% |
| 3M | -8.4% | -4.8% | -3.6% | -5.8% |
| 6M | -2.6% | -2.6% | 0.0% | -1.1% |
| YTD | -0.6% | -3.3% | +2.7% | +1.3% |
| 1Y | +11.0% | -4.8% | +15.8% | +14.1% |
| 3Y | -6.3% | +11.5% | -17.9% | -12.1% |
| All | -1.0% | -17.2% | +16.3% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling