-48.5%
VFC vs FTV
+107.5%
-155.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | -1.4% | -0.7% | -0.7% | -0.9% |
| 30D | +30.7% | +18.3% | +12.4% | +14.4% |
| 3M | +40.6% | +10.2% | +30.4% | +29.9% |
| 6M | +16.5% | +12.8% | +3.7% | +6.1% |
| YTD | +16.2% | +23.4% | -7.2% | -2.8% |
| 1Y | +42.4% | +31.4% | +11.0% | +13.4% |
| 3Y | +48.1% | +38.7% | +9.4% | +17.4% |
| 5Y | -67.8% | +18.6% | -86.4% | -71.9% |
| 10Y | -48.5% | +110.1% | -158.6% | -65.4% |
| All | -48.5% | +107.5% | -155.9% | -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