+223.0%
VT vs FTV
+75.9%
+147.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +0.4% | -4.5% | +4.9% | +2.5% |
| 30D | +1.0% | -7.1% | +8.0% | +4.2% |
| 3M | +2.4% | -7.2% | +9.5% | +5.3% |
| 6M | +12.0% | -1.5% | +13.5% | +11.8% |
| YTD | +15.3% | +3.5% | +11.9% | +11.7% |
| 1Y | +22.6% | +20.3% | +2.2% | +10.1% |
| 3Y | +74.7% | -3.1% | +77.8% | +70.8% |
| 5Y | +66.1% | +2.3% | +63.8% | +55.3% |
| All | +223.0% | +75.9% | +147.1% | +137.8% |
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 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