+192.7%
VSH vs FTV
+80.7%
+112.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +5.9% |
| 7D | +4.8% | -4.0% | +8.7% | +8.1% |
| 30D | -0.7% | -11.0% | +10.3% | +8.6% |
| 3M | -43.1% | -8.4% | -34.6% | -39.8% |
| 6M | +91.8% | -2.6% | +94.3% | +92.9% |
| YTD | +131.6% | -0.6% | +132.2% | +124.8% |
| 1Y | +118.1% | +11.0% | +107.1% | +93.2% |
| 3Y | +40.9% | -6.3% | +47.2% | +44.6% |
| 5Y | +75.8% | -1.5% | +77.3% | +70.8% |
| All | +192.7% | +80.7% | +112.0% | +104.2% |
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