+18.0%
VMC vs FTV
-3.3%
+21.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.0% | -2.7% |
| 7D | -5.3% | -1.3% | -4.0% | -4.8% |
| 30D | -12.3% | -9.5% | -2.8% | -8.3% |
| 3M | -10.3% | -10.9% | +0.6% | -5.7% |
| 6M | -8.6% | -0.6% | -7.9% | -8.5% |
| YTD | -11.9% | +1.4% | -13.3% | -13.1% |
| 1Y | -13.9% | +17.6% | -31.6% | -21.1% |
| All | +18.0% | -3.3% | +21.3% | +23.7% |
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