+495.5%
VRTX vs FTV
+107.0%
+388.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.8% |
| 7D | +3.2% | +1.4% | +1.9% | +2.8% |
| 30D | +7.4% | +18.3% | -10.9% | +1.8% |
| 3M | +4.6% | +9.8% | -5.2% | +1.3% |
| 6M | +27.5% | +12.3% | +15.1% | +22.3% |
| YTD | +20.9% | +23.1% | -2.2% | +11.8% |
| 1Y | +30.1% | +32.5% | -2.5% | +17.4% |
| 3Y | +46.6% | +38.3% | +8.3% | +27.5% |
| 5Y | +191.6% | +16.8% | +174.7% | +164.9% |
| All | +495.5% | +107.0% | +388.6% | +284.5% |
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