-20.9%
VST vs FTV
+21.5%
-42.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.6% |
| 7D | +8.9% | -4.6% | +13.5% | +9.1% |
| 30D | +6.2% | -7.2% | +13.4% | +6.5% |
| 3M | -2.7% | -7.3% | +4.6% | -2.1% |
| 6M | -8.4% | -1.6% | -6.7% | -8.1% |
| YTD | -7.2% | +3.3% | -10.5% | -5.7% |
| 1Y | -20.9% | +20.2% | -41.1% | -18.4% |
| All | -20.9% | +21.5% | -42.4% | -18.4% |
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