+4.7%
FTV vs VT
+66.2%
-61.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.5% | +0.4% | -4.9% | -4.9% |
| 30D | -7.1% | +1.0% | -8.0% | -8.0% |
| 3M | -7.2% | +2.4% | -9.5% | -9.6% |
| 6M | -1.5% | +12.0% | -13.5% | -13.1% |
| YTD | +3.5% | +15.3% | -11.9% | -11.7% |
| 1Y | +20.3% | +22.6% | -2.2% | -4.1% |
| 3Y | -3.1% | +74.7% | -77.8% | -47.1% |
| All | +4.7% | +66.2% | -61.4% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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