+21.0%
VRT vs FTV
+31.4%
-10.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +18.6% | +3.7% | +14.9% | +17.4% |
| 30D | -11.7% | +16.8% | -28.5% | -14.1% |
| 3M | -27.3% | +10.4% | -37.7% | -29.0% |
| 6M | -42.9% | +12.8% | -55.7% | -43.3% |
| YTD | +29.5% | +23.3% | +6.2% | +26.1% |
| 1Y | +21.0% | +31.0% | -9.9% | +17.5% |
| All | +21.0% | +31.4% | -10.4% | +17.5% |
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 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