+48.8%
VMC vs FTV
+17.2%
+31.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.2% |
| 7D | -4.3% | -0.7% | -3.6% | -3.9% |
| 30D | +16.2% | +18.3% | -2.1% | +6.1% |
| 3M | -0.8% | +10.2% | -11.0% | -6.0% |
| 6M | +1.2% | +12.8% | -11.7% | -5.5% |
| YTD | +0.5% | +23.4% | -22.9% | -11.7% |
| 1Y | -2.9% | +31.4% | -34.3% | -17.9% |
| 3Y | +37.3% | +38.7% | -1.3% | +8.7% |
| 5Y | +48.8% | +18.6% | +30.2% | +25.8% |
| All | +48.8% | +17.2% | +31.6% | +25.8% |
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