+6.7%
FTV vs VSXY
+37.5%
-30.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.7% | -0.1% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | -11.0% | -18.7% | +7.7% | -8.9% |
| 3M | -8.4% | -4.0% | -4.4% | -8.4% |
| 6M | -2.6% | +67.5% | -70.0% | -11.1% |
| YTD | -0.6% | +39.7% | -40.3% | -7.5% |
| 1Y | +11.0% | +180.0% | -169.0% | -7.3% |
| 3Y | -6.3% | +337.3% | -343.6% | -31.5% |
| 5Y | -1.5% | +22.7% | -24.2% | -16.3% |
| All | +6.7% | +37.5% | -30.8% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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