+131.1%
FTV vs VO
+211.1%
-80.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.8% |
| 7D | +3.7% | +2.9% | +0.8% | +0.7% |
| 30D | +16.8% | +1.0% | +15.8% | +15.7% |
| 3M | +10.4% | -1.7% | +12.1% | +12.5% |
| 6M | +12.8% | +6.7% | +6.1% | +5.8% |
| YTD | +23.3% | +14.0% | +9.3% | +8.1% |
| 1Y | +31.0% | +13.7% | +17.3% | +15.1% |
| 3Y | +38.6% | +65.8% | -27.3% | -16.1% |
| 5Y | +17.6% | +36.6% | -19.0% | -13.8% |
| 10Y | +110.0% | +198.9% | -88.9% | -31.5% |
| All | +131.1% | +211.1% | -80.0% | -28.2% |
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 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