+225.7%
VT vs FTV
+119.2%
+106.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -2.2% |
| 7D | -4.2% | -0.6% | -3.5% | -3.9% |
| 30D | -5.8% | +13.0% | -18.8% | -10.8% |
| 3M | -5.2% | +6.8% | -12.0% | -8.2% |
| 6M | +0.1% | +8.0% | -7.9% | -3.9% |
| YTD | +8.2% | +18.9% | -10.6% | -1.6% |
| 1Y | +10.1% | +30.8% | -20.7% | -4.4% |
| 3Y | +69.7% | +33.4% | +36.3% | +43.2% |
| 5Y | +53.4% | +12.7% | +40.7% | +37.5% |
| 10Y | +219.2% | +111.6% | +107.7% | +117.8% |
| All | +225.7% | +119.2% | +106.5% | +121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling