+42.1%
VSH vs FTV
+16.9%
+25.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.7% |
| 7D | -1.6% | +1.4% | -3.0% | -2.1% |
| 30D | -21.3% | +18.3% | -39.6% | -30.9% |
| 3M | -18.9% | +9.8% | -28.7% | -24.6% |
| 6M | -21.4% | +12.3% | -33.8% | -28.8% |
| YTD | +86.8% | +23.1% | +63.8% | +53.1% |
| 1Y | +85.8% | +32.5% | +53.2% | +42.4% |
| 3Y | +30.1% | +38.3% | -8.2% | -1.6% |
| All | +42.1% | +16.9% | +25.2% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling