+32.9%
VSH vs FTV
+38.8%
-5.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.6% |
| 7D | -1.6% | +1.4% | -3.0% | -2.2% |
| 30D | -21.3% | +18.3% | -39.6% | -31.4% |
| 3M | -18.9% | +9.8% | -28.7% | -24.9% |
| 6M | -21.4% | +12.3% | -33.8% | -29.3% |
| YTD | +86.8% | +23.1% | +63.8% | +49.6% |
| 1Y | +85.8% | +32.5% | +53.2% | +37.0% |
| All | +32.9% | +38.8% | -5.9% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling