+1,934.0%
VRT vs FTV
+38.4%
+1,895.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | +10.5% | +3.9% | +6.6% | +7.6% |
| 30D | -9.3% | +18.7% | -28.0% | -19.7% |
| 3M | -29.6% | +10.0% | -39.6% | -34.2% |
| 6M | -45.4% | +14.6% | -59.9% | -50.4% |
| YTD | +24.8% | +23.4% | +1.4% | +3.8% |
| 1Y | +23.6% | +31.3% | -7.7% | -2.3% |
| 3Y | +379.7% | +39.8% | +339.9% | +267.8% |
| 5Y | +660.3% | +17.7% | +642.7% | +554.5% |
| All | +1,934.0% | +38.4% | +1,895.6% | +1,201.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling