+75.9%
FTV vs VIG
+247.5%
-171.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -1.8% |
| 7D | -5.2% | -2.2% | -3.0% | -2.7% |
| 30D | -11.5% | -3.2% | -8.3% | -8.1% |
| 3M | -9.0% | +3.0% | -12.1% | -12.0% |
| 6M | -2.0% | +8.1% | -10.2% | -10.4% |
| YTD | -0.9% | +9.1% | -10.0% | -10.2% |
| 1Y | +14.8% | +12.6% | +2.2% | +0.3% |
| 3Y | -5.5% | +55.4% | -60.9% | -42.4% |
| 5Y | -1.9% | +62.8% | -64.6% | -42.8% |
| All | +75.9% | +247.5% | -171.6% | -54.3% |
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