+297.8%
VTI vs FTV
+80.7%
+217.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.9% | -4.0% | +3.1% | +1.0% |
| 30D | -1.4% | -11.0% | +9.6% | +4.1% |
| 3M | +3.6% | -8.4% | +12.0% | +7.5% |
| 6M | +13.6% | -2.6% | +16.2% | +13.9% |
| YTD | +12.9% | -0.6% | +13.5% | +11.1% |
| 1Y | +17.2% | +11.0% | +6.3% | +8.7% |
| 3Y | +75.7% | -6.3% | +82.0% | +74.5% |
| 5Y | +75.4% | -1.5% | +77.0% | +66.8% |
| All | +297.8% | +80.7% | +217.0% | +195.1% |
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 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