+57.4%
VNQ vs FTV
+87.0%
-29.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -0.9% | -1.3% | +0.4% | -0.3% |
| 30D | -2.2% | -9.5% | +7.3% | +2.1% |
| 3M | -1.9% | -10.9% | +9.0% | +2.7% |
| 6M | +3.2% | -0.6% | +3.9% | +2.7% |
| YTD | +9.4% | +1.4% | +8.0% | +7.0% |
| 1Y | +7.5% | +17.6% | -10.1% | -2.2% |
| 3Y | +31.1% | -3.3% | +34.3% | +28.2% |
| 5Y | +6.6% | -0.1% | +6.7% | +0.9% |
| 10Y | +63.9% | +82.5% | -18.5% | +19.4% |
| All | +57.4% | +87.0% | -29.6% | +15.1% |
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 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