+66.6%
VT vs FTV
+2.3%
+64.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +0.4% | -4.5% | +4.9% | +2.4% |
| 30D | +1.0% | -7.1% | +8.0% | +4.0% |
| 3M | +2.4% | -7.2% | +9.5% | +5.1% |
| 6M | +12.0% | -1.5% | +13.5% | +11.7% |
| YTD | +15.3% | +3.5% | +11.9% | +11.7% |
| 1Y | +22.6% | +20.3% | +2.2% | +10.0% |
| 3Y | +74.7% | -3.1% | +77.8% | +71.0% |
| All | +66.6% | +2.3% | +64.3% | +47.1% |
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 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