+28.2%
VCIT vs FTV
+119.0%
-90.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +1.9% | +15.7% | -13.7% | +1.2% |
| 3M | -1.4% | +7.5% | -9.0% | -1.8% |
| 6M | -2.1% | +8.5% | -10.6% | -2.6% |
| YTD | -1.6% | +18.8% | -20.4% | -2.6% |
| 1Y | -0.9% | +28.5% | -29.5% | -2.3% |
| 3Y | +20.0% | +34.0% | -14.0% | +17.8% |
| 5Y | +3.1% | +12.6% | -9.5% | +1.4% |
| 10Y | +28.7% | +111.4% | -82.7% | +24.6% |
| All | +28.2% | +119.0% | -90.9% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling