+111.7%
VSH vs FTV
+18.2%
+93.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.2% |
| 7D | +3.5% | -1.3% | +4.8% | +4.0% |
| 30D | -4.4% | -9.5% | +5.1% | -0.8% |
| 3M | -45.8% | -10.9% | -34.9% | -43.3% |
| 6M | +90.1% | -0.6% | +90.8% | +88.8% |
| YTD | +120.3% | +1.4% | +118.9% | +114.2% |
| All | +111.7% | +18.2% | +93.5% | +77.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling