+122.8%
FTV vs VT
+223.6%
-100.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | 0.0% |
| 7D | -0.6% | -4.2% | +3.5% | +3.9% |
| 30D | +13.0% | -5.8% | +18.8% | +20.3% |
| 3M | +6.8% | -5.2% | +12.0% | +13.0% |
| 6M | +8.0% | +0.1% | +7.9% | +7.3% |
| YTD | +18.9% | +8.2% | +10.6% | +8.2% |
| 1Y | +30.8% | +10.1% | +20.7% | +16.7% |
| 3Y | +33.4% | +69.7% | -36.3% | -25.4% |
| 5Y | +12.7% | +53.4% | -40.7% | -29.5% |
| 10Y | +111.6% | +219.2% | -107.7% | -40.3% |
| All | +122.8% | +223.6% | -100.8% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling