-52.7%
VFC vs FTV
+127.3%
-180.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -1.4% | +3.7% | -5.1% | -4.2% |
| 30D | +24.6% | +16.8% | +7.8% | +10.4% |
| 3M | +38.4% | +10.4% | +28.1% | +28.0% |
| 6M | +15.3% | +12.8% | +2.5% | +5.2% |
| YTD | +12.7% | +23.3% | -10.6% | -5.3% |
| 1Y | +32.7% | +31.0% | +1.7% | +6.5% |
| 3Y | +43.7% | +38.6% | +5.1% | +14.7% |
| 5Y | -69.2% | +17.6% | -86.7% | -72.8% |
| 10Y | -50.0% | +110.0% | -160.0% | -67.5% |
| All | -52.7% | +127.3% | -180.1% | -70.0% |
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