+47.7%
VMC vs FTV
+1.8%
+45.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.0% | -2.6% |
| 7D | -5.3% | -1.3% | -4.0% | -4.7% |
| 30D | -12.3% | -9.5% | -2.8% | -7.3% |
| 3M | -10.3% | -10.9% | +0.6% | -4.6% |
| 6M | -8.6% | -0.6% | -7.9% | -8.7% |
| YTD | -11.9% | +1.4% | -13.3% | -13.8% |
| 1Y | -13.9% | +17.6% | -31.6% | -23.1% |
| 3Y | +18.2% | -3.3% | +21.4% | +16.4% |
| 5Y | +47.7% | -0.1% | +47.9% | +36.6% |
| All | +47.7% | +1.8% | +45.9% | +36.6% |
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