-1.9%
FTV vs VSXY
+15.5%
-17.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.7% | -1.9% |
| 7D | -5.2% | -0.3% | -4.9% | -5.2% |
| 30D | -11.5% | -22.1% | +10.5% | -8.8% |
| 3M | -9.0% | -1.1% | -7.9% | -9.5% |
| 6M | -2.0% | +53.8% | -55.8% | -10.0% |
| YTD | -0.9% | +35.5% | -36.4% | -7.8% |
| 1Y | +14.8% | +186.0% | -171.2% | -5.3% |
| 3Y | -5.5% | +343.2% | -348.7% | -32.8% |
| 5Y | -1.9% | +19.0% | -20.9% | -14.2% |
| All | -1.9% | +15.5% | -17.4% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling