+1,024.4%
VRT vs FTV
+4.3%
+1,020.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.4% | +4.4% |
| 7D | +13.6% | -0.4% | +14.0% | +14.0% |
| 30D | +6.8% | -8.3% | +15.1% | +15.9% |
| 3M | -3.2% | -7.4% | +4.2% | +4.1% |
| 6M | +20.3% | -1.2% | +21.5% | +20.4% |
| YTD | +79.6% | +2.7% | +76.9% | +65.1% |
| 1Y | +139.0% | +18.4% | +120.6% | +84.1% |
| 3Y | +644.6% | -2.0% | +646.6% | +620.2% |
| 5Y | +1,024.4% | +3.4% | +1,020.9% | +804.7% |
| All | +1,024.4% | +4.3% | +1,020.1% | +804.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling