+145.7%
VMC vs FTV
+80.7%
+65.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | -3.8% | -4.0% | +0.2% | -1.5% |
| 30D | -9.7% | -11.0% | +1.3% | -3.3% |
| 3M | -9.6% | -8.4% | -1.2% | -5.0% |
| 6M | -4.8% | -2.6% | -2.3% | -3.9% |
| YTD | -10.9% | -0.6% | -10.3% | -12.0% |
| 1Y | -15.6% | +11.0% | -26.5% | -22.3% |
| 3Y | +19.3% | -6.3% | +25.7% | +19.2% |
| 5Y | +48.0% | -1.5% | +49.6% | +41.1% |
| All | +145.7% | +80.7% | +65.0% | +58.4% |
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