+373.4%
VST vs FTV
-3.2%
+376.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.0% |
| 7D | +8.9% | -4.5% | +13.4% | +11.5% |
| 30D | +6.2% | -7.1% | +13.3% | +10.3% |
| 3M | -2.7% | -7.2% | +4.4% | +0.5% |
| 6M | -8.4% | -1.5% | -6.9% | -8.9% |
| YTD | -7.2% | +3.5% | -10.7% | -11.7% |
| 1Y | -20.9% | +20.3% | -41.2% | -33.9% |
| All | +373.4% | -3.2% | +376.6% | +366.1% |
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 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