+647.0%
VRT vs FTV
+16.4%
+630.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.6% | +7.0% | +7.1% |
| 7D | -10.6% | +0.4% | -11.0% | -10.7% |
| 30D | -17.4% | +17.2% | -34.6% | -28.8% |
| 3M | -26.4% | +8.9% | -35.3% | -32.0% |
| 6M | -41.0% | +11.3% | -52.3% | -46.7% |
| YTD | +23.8% | +21.9% | +1.9% | -3.2% |
| 1Y | +11.6% | +31.6% | -19.9% | -20.5% |
| 3Y | +403.5% | +38.1% | +365.4% | +231.3% |
| 5Y | +647.0% | +15.7% | +631.3% | +441.9% |
| All | +647.0% | +16.4% | +630.7% | +441.9% |
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