+125.7%
VMC vs FTV
+109.2%
+16.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.3% | +3.9% | -5.2% | -3.5% |
| 30D | +15.5% | +18.7% | -3.2% | +4.5% |
| 3M | +0.6% | +10.0% | -9.4% | -5.0% |
| 6M | +2.1% | +14.6% | -12.5% | -6.1% |
| YTD | -1.6% | +23.4% | -25.0% | -14.5% |
| 1Y | -1.2% | +31.3% | -32.5% | -17.4% |
| 3Y | +35.3% | +39.8% | -4.5% | +6.0% |
| 5Y | +43.6% | +17.7% | +25.9% | +23.4% |
| All | +125.7% | +109.2% | +16.5% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling