+715.8%
VTV vs FTI
+1,860.3%
-1,144.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -0.7% | -2.3% | +1.7% | -0.1% |
| 30D | -0.5% | +5.0% | -5.5% | -1.8% |
| 3M | +5.3% | +13.8% | -8.5% | +1.5% |
| 6M | +12.9% | +22.9% | -10.0% | +6.3% |
| YTD | +18.5% | +75.0% | -56.5% | +1.9% |
| 1Y | +25.3% | +96.9% | -71.6% | +4.2% |
| 3Y | +68.2% | +276.7% | -208.5% | +15.1% |
| 5Y | +80.6% | +1,157.0% | -1,076.4% | -15.2% |
| 10Y | +232.9% | +310.7% | -77.8% | +80.9% |
| All | +715.8% | +1,860.3% | -1,144.5% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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