+108.6%
FTV vs VIG
+262.6%
-154.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.9% | +3.5% | +0.4% | -0.2% |
| 30D | +18.7% | +4.9% | +13.7% | +12.3% |
| 3M | +10.0% | +2.5% | +7.5% | +7.0% |
| 6M | +14.6% | +11.0% | +3.5% | +1.7% |
| YTD | +23.4% | +16.0% | +7.5% | +4.3% |
| 1Y | +31.3% | +17.5% | +13.7% | +9.2% |
| 3Y | +39.8% | +67.0% | -27.2% | -21.6% |
| 5Y | +17.7% | +64.8% | -47.1% | -32.5% |
| All | +108.6% | +262.6% | -154.0% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling