+456.3%
VRTX vs FTV
+78.2%
+378.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.1% |
| 7D | -6.4% | -1.3% | -5.1% | -6.0% |
| 30D | -0.5% | -9.5% | +9.0% | +2.6% |
| 3M | +16.9% | -10.9% | +27.8% | +21.1% |
| 6M | +13.1% | -0.6% | +13.7% | +12.8% |
| YTD | +14.9% | +1.4% | +13.5% | +13.2% |
| 1Y | +31.4% | +17.6% | +13.8% | +23.0% |
| 3Y | +51.9% | -3.3% | +55.2% | +49.0% |
| 5Y | +177.1% | -0.1% | +177.2% | +163.8% |
| 10Y | +456.3% | +82.5% | +373.8% | +256.3% |
| All | +456.3% | +78.2% | +378.1% | +256.3% |
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