-48.6%
VFC vs FTV
+109.2%
-157.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | +1.6% | +3.9% | -2.3% | -1.4% |
| 30D | +25.5% | +18.7% | +6.8% | +9.6% |
| 3M | +41.3% | +10.0% | +31.3% | +30.7% |
| 6M | +22.2% | +14.6% | +7.7% | +10.0% |
| YTD | +16.4% | +23.4% | -7.0% | -2.7% |
| 1Y | +38.4% | +31.3% | +7.1% | +10.3% |
| 3Y | +56.2% | +39.8% | +16.4% | +23.1% |
| 5Y | -68.2% | +17.7% | -85.8% | -72.1% |
| All | -48.6% | +109.2% | -157.8% | -65.4% |
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