+135.1%
VGT vs FTV
-3.0%
+138.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | +0.3% |
| 7D | -1.0% | -5.2% | +4.2% | +2.0% |
| 30D | -0.4% | -11.5% | +11.1% | +6.5% |
| 3M | +6.6% | -9.0% | +15.7% | +11.6% |
| 6M | +31.0% | -2.0% | +33.1% | +30.6% |
| YTD | +27.2% | -0.9% | +28.2% | +24.3% |
| 1Y | +34.5% | +14.8% | +19.7% | +18.3% |
| 3Y | +123.1% | -5.5% | +128.6% | +119.6% |
| 5Y | +135.1% | -1.9% | +137.0% | +109.5% |
| All | +135.1% | -3.0% | +138.1% | +109.5% |
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