+30.6%
VCIT vs FTV
+107.5%
-76.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | +0.1% | +1.4% | -1.3% | 0.0% |
| 30D | +1.1% | +18.3% | -17.2% | +0.3% |
| 3M | -1.4% | +9.8% | -11.2% | -1.8% |
| 6M | -2.3% | +12.3% | -14.6% | -2.9% |
| YTD | -1.8% | +23.1% | -24.9% | -3.0% |
| 1Y | -1.0% | +32.5% | -33.5% | -2.5% |
| 3Y | +19.3% | +38.3% | -19.1% | +16.9% |
| 5Y | +3.8% | +16.8% | -13.1% | +1.8% |
| 10Y | +30.6% | +106.6% | -76.0% | +28.0% |
| All | +30.6% | +107.5% | -76.9% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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