+1,205.2%
VST vs FTV
+113.3%
+1,091.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.7% | +6.0% |
| 7D | -0.5% | +0.4% | -0.9% | -0.8% |
| 30D | -17.1% | +17.2% | -34.3% | -23.8% |
| 3M | -4.6% | +8.9% | -13.5% | -9.2% |
| 6M | -9.1% | +11.3% | -20.3% | -14.9% |
| YTD | -16.6% | +21.9% | -38.6% | -26.8% |
| 1Y | -29.5% | +31.6% | -61.0% | -40.9% |
| 3Y | +297.5% | +38.1% | +259.5% | +228.4% |
| 5Y | +654.5% | +15.7% | +638.8% | +567.4% |
| 10Y | +1,205.2% | +107.5% | +1,097.8% | +776.5% |
| All | +1,205.2% | +113.3% | +1,091.9% | +776.5% |
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