-6.3%
FTV vs VYM
+65.1%
-71.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | -0.5% |
| 7D | -4.0% | -0.8% | -3.2% | -3.0% |
| 30D | -11.0% | -2.2% | -8.8% | -8.5% |
| 3M | -8.4% | +3.1% | -11.5% | -11.5% |
| 6M | -2.6% | +9.7% | -12.3% | -12.9% |
| YTD | -0.6% | +14.9% | -15.5% | -15.9% |
| 1Y | +11.0% | +17.6% | -6.6% | -8.8% |
| 3Y | -6.3% | +65.3% | -71.7% | -45.7% |
| All | -6.3% | +65.1% | -71.4% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling