+10.2%
FTV vs VSXY
+42.7%
-32.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.6% | -1.2% |
| 7D | -0.4% | -6.8% | +6.4% | +0.3% |
| 30D | -8.3% | -20.4% | +12.1% | -5.9% |
| 3M | -7.4% | +2.9% | -10.3% | -8.3% |
| 6M | -1.2% | +67.9% | -69.1% | -9.9% |
| YTD | +2.7% | +44.9% | -42.2% | -4.9% |
| 1Y | +18.4% | +205.9% | -187.5% | -2.2% |
| 3Y | -2.0% | +373.9% | -375.9% | -29.2% |
| 5Y | +3.4% | +23.5% | -20.0% | -12.3% |
| All | +10.2% | +42.7% | -32.4% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling