+131.3%
FTV vs VCLT
+13.7%
+117.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +3.9% | -2.3% | +6.2% | +4.9% |
| 30D | +18.7% | +0.8% | +17.9% | +18.3% |
| 3M | +10.0% | -2.7% | +12.7% | +11.3% |
| 6M | +14.6% | -4.3% | +18.9% | +16.8% |
| YTD | +23.4% | -4.3% | +27.7% | +25.8% |
| 1Y | +31.3% | -4.4% | +35.7% | +33.9% |
| 3Y | +39.8% | +13.8% | +26.0% | +32.6% |
| 5Y | +17.7% | -17.0% | +34.6% | +23.3% |
| 10Y | +110.2% | +20.9% | +89.3% | +109.5% |
| All | +131.3% | +13.7% | +117.6% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling