+14.1%
VNQ vs FTV
+37.8%
-23.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +2.7% |
| 7D | +6.8% | +6.6% | +0.2% | +5.5% |
| 30D | +10.0% | +19.1% | -9.1% | +6.4% |
| 3M | 0.0% | +13.1% | -13.1% | -2.4% |
| 6M | +4.5% | +14.0% | -9.5% | +1.6% |
| YTD | +13.9% | +24.2% | -10.3% | +8.6% |
| 1Y | +14.1% | +36.4% | -22.3% | +5.1% |
| All | +14.1% | +37.8% | -23.7% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling