-44.6%
VG vs FTV
+13.1%
-57.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +14.0% | +3.9% | +10.1% | +12.5% |
| 30D | -1.0% | +18.7% | -19.6% | -7.2% |
| 3M | -2.7% | +10.0% | -12.7% | -6.2% |
| 6M | +1.5% | +14.6% | -13.1% | -6.5% |
| YTD | +93.7% | +23.4% | +70.3% | +65.0% |
| 1Y | +68.5% | +31.3% | +37.2% | +34.4% |
| All | -44.6% | +13.1% | -57.7% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling