+66.6%
VTV vs FTV
-5.5%
+72.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | 0.0% |
| 7D | -2.1% | -5.2% | +3.1% | -0.5% |
| 30D | -1.3% | -11.5% | +10.2% | +2.4% |
| 3M | +5.6% | -9.0% | +14.7% | +8.4% |
| 6M | +12.4% | -2.0% | +14.4% | +12.4% |
| YTD | +17.6% | -0.9% | +18.6% | +16.5% |
| 1Y | +23.5% | +14.8% | +8.7% | +15.7% |
| All | +66.6% | -5.5% | +72.2% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling