-1.0%
FTV vs VTEB
+1.2%
-2.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | -0.1% |
| 7D | -4.0% | -0.9% | -3.0% | -3.0% |
| 30D | -11.0% | -2.5% | -8.5% | -8.5% |
| 3M | -8.4% | -3.0% | -5.4% | -5.3% |
| 6M | -2.6% | -2.1% | -0.4% | -0.1% |
| YTD | -0.6% | -1.5% | +0.9% | +1.3% |
| 1Y | +11.0% | +0.2% | +10.8% | +11.4% |
| 3Y | -6.3% | +8.6% | -14.9% | -14.2% |
| All | -1.0% | +1.2% | -2.2% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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