+90.1%
FTV vs VYM
+209.6%
-119.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | -1.3% | -1.0% | -0.3% | -0.2% |
| 30D | -9.5% | -2.0% | -7.5% | -7.4% |
| 3M | -10.9% | +3.1% | -14.0% | -13.7% |
| 6M | -0.6% | +8.9% | -9.5% | -9.6% |
| YTD | +1.4% | +14.7% | -13.3% | -13.0% |
| 1Y | +17.6% | +19.4% | -1.8% | -3.5% |
| 3Y | -3.3% | +65.4% | -68.7% | -44.3% |
| 5Y | -0.1% | +77.6% | -77.7% | -46.3% |
| 10Y | +82.5% | +207.8% | -125.3% | -47.1% |
| All | +90.1% | +209.6% | -119.5% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling