+124.8%
VGT vs FTV
-5.2%
+130.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -0.2% | -4.0% | +3.8% | +1.5% |
| 30D | -0.4% | -11.0% | +10.6% | +4.5% |
| 3M | +4.4% | -8.4% | +12.8% | +7.8% |
| 6M | +32.1% | -2.6% | +34.6% | +32.0% |
| YTD | +28.8% | -0.6% | +29.4% | +26.3% |
| 1Y | +35.3% | +11.0% | +24.4% | +24.2% |
| 3Y | +124.8% | -6.3% | +131.1% | +128.2% |
| All | +124.8% | -5.2% | +130.0% | +128.2% |
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