+0.5%
FTV vs VIG
+62.2%
-61.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.6% |
| 7D | -1.3% | -1.2% | -0.1% | +0.2% |
| 30D | -9.5% | -2.8% | -6.7% | -6.2% |
| 3M | -10.9% | +2.5% | -13.4% | -13.4% |
| 6M | -0.6% | +8.1% | -8.7% | -9.6% |
| YTD | +1.4% | +9.6% | -8.1% | -9.2% |
| 1Y | +17.6% | +14.2% | +3.5% | +0.1% |
| 3Y | -3.3% | +56.1% | -59.4% | -43.3% |
| All | +0.5% | +62.2% | -61.7% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling