+241.8%
VTV vs FTV
+87.0%
+154.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -0.7% | -1.3% | +0.6% | -0.1% |
| 30D | -0.5% | -9.5% | +9.0% | +3.9% |
| 3M | +5.3% | -10.9% | +16.2% | +10.3% |
| 6M | +12.9% | -0.6% | +13.5% | +12.3% |
| YTD | +18.5% | +1.4% | +17.1% | +15.9% |
| 1Y | +25.3% | +17.6% | +7.6% | +14.1% |
| 3Y | +68.2% | -3.3% | +71.5% | +64.4% |
| 5Y | +80.6% | -0.1% | +80.8% | +70.6% |
| 10Y | +232.9% | +82.5% | +150.4% | +142.8% |
| All | +241.8% | +87.0% | +154.8% | +148.5% |
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