-51.4%
VG vs FTV
+9.0%
-60.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -2.5% |
| 7D | -22.0% | -0.6% | -21.4% | -22.0% |
| 30D | -14.7% | +13.0% | -27.7% | -18.6% |
| 3M | -7.1% | +6.8% | -13.9% | -9.6% |
| 6M | -11.2% | +8.0% | -19.2% | -15.9% |
| YTD | +69.8% | +18.9% | +50.9% | +46.5% |
| 1Y | +49.9% | +30.8% | +19.0% | +16.6% |
| All | -51.4% | +9.0% | -60.4% | -51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling