-68.5%
VFC vs FTV
+90.8%
-159.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +3.1% |
| 7D | -1.6% | -4.5% | +2.9% | +1.9% |
| 30D | -11.6% | -7.1% | -4.6% | -6.5% |
| 3M | -18.1% | -7.2% | -10.9% | -12.8% |
| 6M | -27.4% | -1.5% | -25.8% | -26.4% |
| YTD | -24.8% | +3.5% | -28.3% | -27.5% |
| 1Y | -8.2% | +20.3% | -28.6% | -21.2% |
| 3Y | -29.1% | -3.1% | -26.0% | -26.7% |
| 5Y | -79.2% | +2.3% | -81.5% | -79.5% |
| 10Y | -68.1% | +76.3% | -144.4% | -76.1% |
| All | -68.5% | +90.8% | -159.3% | -77.0% |
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