+76.5%
FTV vs VYM
+209.2%
-132.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | -0.4% |
| 7D | -4.0% | -0.8% | -3.2% | -3.1% |
| 30D | -11.0% | -2.2% | -8.8% | -8.7% |
| 3M | -8.4% | +3.1% | -11.5% | -11.3% |
| 6M | -2.6% | +9.7% | -12.3% | -12.1% |
| YTD | -0.6% | +14.9% | -15.5% | -14.8% |
| 1Y | +11.0% | +17.6% | -6.6% | -7.3% |
| 3Y | -6.3% | +65.3% | -71.7% | -46.0% |
| 5Y | -1.5% | +78.7% | -80.3% | -47.4% |
| All | +76.5% | +209.2% | -132.6% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling