+29.4%
VCIT vs FTV
+90.8%
-61.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.3% | -4.5% | +4.1% | -0.1% |
| 30D | -0.8% | -7.1% | +6.3% | -0.4% |
| 3M | -1.0% | -7.2% | +6.2% | -0.7% |
| 6M | -1.8% | -1.5% | -0.3% | -1.8% |
| YTD | -0.7% | +3.5% | -4.2% | -1.0% |
| 1Y | +1.0% | +20.3% | -19.4% | -0.1% |
| 3Y | +18.8% | -3.1% | +22.0% | +18.5% |
| 5Y | +3.5% | +2.3% | +1.1% | +2.3% |
| 10Y | +29.2% | +76.3% | -47.1% | +26.1% |
| All | +29.4% | +90.8% | -61.4% | +25.9% |
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