+588.9%
VST vs FTV
+12.0%
+576.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.1% | +10.6% | +10.6% |
| 7D | -9.8% | +0.2% | -10.0% | -10.1% |
| 30D | -25.1% | +15.7% | -40.8% | -30.8% |
| 3M | -11.6% | +7.5% | -19.1% | -15.4% |
| 6M | -20.9% | +8.5% | -29.4% | -25.1% |
| YTD | -22.3% | +18.8% | -41.1% | -31.2% |
| 1Y | -32.0% | +28.5% | -60.6% | -43.0% |
| 3Y | +262.4% | +34.0% | +228.4% | +203.2% |
| All | +588.9% | +12.0% | +576.9% | +479.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling