+120.4%
VSH vs FTV
+109.0%
+11.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.6% | -4.6% |
| 7D | +26.2% | +3.7% | +22.5% | +22.9% |
| 30D | -12.5% | +16.8% | -29.3% | -22.5% |
| 3M | -16.9% | +10.4% | -27.3% | -23.1% |
| 6M | -17.0% | +12.8% | -29.8% | -25.1% |
| YTD | +93.8% | +23.3% | +70.5% | +59.1% |
| 1Y | +99.3% | +31.0% | +68.4% | +55.6% |
| 3Y | +35.0% | +38.6% | -3.6% | +2.6% |
| 5Y | +45.8% | +17.6% | +28.3% | +23.6% |
| All | +120.4% | +109.0% | +11.4% | +23.9% |
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 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