+216.0%
VSH vs FTV
+90.8%
+125.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +5.2% |
| 7D | +4.1% | -4.5% | +8.5% | +7.7% |
| 30D | -4.2% | -7.1% | +2.9% | +1.3% |
| 3M | -50.0% | -7.2% | -42.8% | -47.6% |
| 6M | +80.2% | -1.5% | +81.7% | +79.8% |
| YTD | +121.1% | +3.5% | +117.6% | +108.1% |
| 1Y | +112.0% | +20.3% | +91.6% | +76.2% |
| 3Y | +22.5% | -3.1% | +25.6% | +22.6% |
| 5Y | +64.0% | +2.3% | +61.7% | +54.8% |
| 10Y | +170.4% | +76.3% | +94.1% | +85.1% |
| All | +216.0% | +90.8% | +125.2% | +109.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling