+3.4%
FTV vs VO
+43.2%
-39.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.2% |
| 7D | -0.4% | +0.6% | -1.0% | -1.0% |
| 30D | -8.3% | -1.1% | -7.3% | -7.3% |
| 3M | -7.4% | +4.5% | -11.9% | -11.4% |
| 6M | -1.2% | +11.1% | -12.3% | -11.3% |
| YTD | +2.7% | +13.5% | -10.8% | -9.8% |
| 1Y | +18.4% | +14.5% | +4.0% | +3.1% |
| 3Y | -2.0% | +58.1% | -60.1% | -37.5% |
| 5Y | +3.4% | +43.3% | -39.9% | -29.1% |
| All | +3.4% | +43.2% | -39.8% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling