+93.9%
FTV vs VEU
+172.8%
-78.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.5% |
| 7D | -4.5% | +1.1% | -5.6% | -5.5% |
| 30D | -7.1% | +2.2% | -9.2% | -9.0% |
| 3M | -7.2% | +3.0% | -10.1% | -10.2% |
| 6M | -1.5% | +10.9% | -12.4% | -12.1% |
| YTD | +3.5% | +18.2% | -14.7% | -13.7% |
| 1Y | +20.3% | +28.3% | -7.9% | -7.8% |
| 3Y | -3.1% | +74.6% | -77.7% | -45.9% |
| 5Y | +2.3% | +56.4% | -54.0% | -36.1% |
| 10Y | +76.3% | +153.0% | -76.7% | -31.5% |
| All | +93.9% | +172.8% | -78.9% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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