+296.7%
VST vs FTV
+39.2%
+257.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +6.6% | +3.9% | +2.7% | +4.5% |
| 30D | -12.4% | +18.7% | -31.0% | -20.4% |
| 3M | -9.0% | +10.0% | -19.0% | -13.9% |
| 6M | -6.4% | +14.6% | -21.0% | -14.2% |
| YTD | -17.2% | +23.4% | -40.6% | -28.9% |
| 1Y | -22.0% | +31.3% | -53.3% | -36.7% |
| 3Y | +296.7% | +39.8% | +256.9% | +238.8% |
| All | +296.7% | +39.2% | +257.5% | +238.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling