+0.1%
VT vs FTV
+8.5%
-8.4%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -3.2% |
| 7D | -4.2% | -0.6% | -3.5% | -3.9% |
| 30D | -5.8% | +13.0% | -18.8% | -7.3% |
| 3M | -5.2% | +6.8% | -12.0% | -6.1% |
| 6M | +0.1% | +8.0% | -7.9% | -0.4% |
| All | +0.1% | +8.5% | -8.4% | -0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling