+110.1%
FTV vs VO
+202.1%
-92.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | -1.0% |
| 7D | -0.7% | +0.2% | -0.9% | -0.9% |
| 30D | +18.3% | +2.0% | +16.3% | +16.0% |
| 3M | +10.2% | -0.3% | +10.5% | +10.6% |
| 6M | +12.8% | +7.3% | +5.5% | +5.2% |
| YTD | +23.4% | +15.0% | +8.4% | +7.2% |
| 1Y | +31.4% | +14.7% | +16.7% | +14.5% |
| 3Y | +38.7% | +67.3% | -28.6% | -16.7% |
| 5Y | +18.6% | +38.8% | -20.2% | -14.4% |
| 10Y | +110.1% | +201.6% | -91.4% | -27.2% |
| All | +110.1% | +202.1% | -92.0% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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