+93.9%
FTV vs VO
+211.7%
-117.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.8% |
| 7D | -4.5% | -0.3% | -4.2% | -4.2% |
| 30D | -7.1% | -0.3% | -6.7% | -6.7% |
| 3M | -7.2% | +2.9% | -10.1% | -9.8% |
| 6M | -1.5% | +9.3% | -10.8% | -10.1% |
| YTD | +3.5% | +14.2% | -10.7% | -9.5% |
| 1Y | +20.3% | +15.3% | +5.1% | +4.2% |
| 3Y | -3.1% | +56.2% | -59.4% | -37.8% |
| 5Y | +2.3% | +42.4% | -40.1% | -28.1% |
| 10Y | +76.3% | +194.7% | -118.4% | -41.3% |
| All | +93.9% | +211.7% | -117.7% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling