-68.7%
VFC vs FTV
+78.2%
-146.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.2% |
| 7D | -2.3% | -1.3% | -1.1% | -1.4% |
| 30D | -13.4% | -9.5% | -3.8% | -6.3% |
| 3M | -23.7% | -10.9% | -12.8% | -16.0% |
| 6M | -24.5% | -0.6% | -23.8% | -24.0% |
| YTD | -27.8% | +1.4% | -29.3% | -29.3% |
| 1Y | -13.5% | +17.6% | -31.1% | -24.5% |
| 3Y | -27.1% | -3.3% | -23.9% | -24.5% |
| 5Y | -79.0% | -0.1% | -78.9% | -79.0% |
| 10Y | -68.7% | +82.5% | -151.2% | -75.9% |
| All | -68.7% | +78.2% | -146.9% | -75.9% |
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 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