+1,855.0%
VRT vs FTV
+38.0%
+1,816.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.1% | -3.8% |
| 7D | -17.7% | +1.4% | -19.1% | -18.3% |
| 30D | -20.0% | +18.3% | -38.3% | -29.0% |
| 3M | -28.1% | +9.8% | -37.9% | -32.7% |
| 6M | -42.8% | +12.3% | -55.2% | -47.3% |
| YTD | +20.0% | +23.1% | -3.1% | 0.0% |
| 1Y | +3.5% | +32.5% | -29.0% | -18.8% |
| 3Y | +366.1% | +38.3% | +327.8% | +260.1% |
| 5Y | +632.2% | +16.8% | +615.3% | +532.8% |
| All | +1,855.0% | +38.0% | +1,816.9% | +1,153.4% |
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