+1,164.9%
VST vs FTV
+109.2%
+1,055.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +6.6% | +3.9% | +2.7% | +4.6% |
| 30D | -12.4% | +18.7% | -31.0% | -20.1% |
| 3M | -9.0% | +10.0% | -19.0% | -13.9% |
| 6M | -6.4% | +14.6% | -21.0% | -13.8% |
| YTD | -17.2% | +23.4% | -40.6% | -27.8% |
| 1Y | -22.0% | +31.3% | -53.3% | -34.6% |
| 3Y | +296.7% | +39.8% | +256.9% | +225.4% |
| 5Y | +637.6% | +17.7% | +619.9% | +546.6% |
| All | +1,164.9% | +109.2% | +1,055.6% | +710.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling