+896.1%
VGT vs FTV
+89.3%
+806.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | +1.8% | -0.4% | +2.2% | +2.0% |
| 30D | -0.3% | -8.3% | +8.0% | +4.3% |
| 3M | +3.4% | -7.4% | +10.8% | +6.9% |
| 6M | +35.0% | -1.2% | +36.2% | +34.4% |
| YTD | +28.8% | +2.7% | +26.1% | +24.1% |
| 1Y | +38.0% | +18.4% | +19.5% | +22.1% |
| 3Y | +125.8% | -2.0% | +127.8% | +119.5% |
| 5Y | +134.7% | +3.4% | +131.3% | +118.2% |
| 10Y | +792.6% | +78.5% | +714.1% | +554.5% |
| All | +896.1% | +89.3% | +806.7% | +625.2% |
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 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