+139.6%
VMC vs FTV
+90.8%
+48.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.5% |
| 7D | -4.3% | -4.5% | +0.2% | -1.7% |
| 30D | -8.2% | -7.1% | -1.2% | -4.3% |
| 3M | -7.0% | -7.2% | +0.1% | -3.1% |
| 6M | -10.8% | -1.5% | -9.3% | -10.4% |
| YTD | -7.4% | +3.5% | -10.9% | -10.6% |
| 1Y | -9.5% | +20.3% | -29.8% | -20.5% |
| 3Y | +20.5% | -3.1% | +23.6% | +18.1% |
| 5Y | +51.6% | +2.3% | +49.2% | +41.4% |
| 10Y | +150.0% | +76.3% | +73.7% | +65.2% |
| All | +139.6% | +90.8% | +48.9% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling