+402.8%
VUG vs FTV
+109.2%
+293.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +2.5% | +3.9% | -1.4% | +0.6% |
| 30D | -6.3% | +18.7% | -24.9% | -13.8% |
| 3M | -6.0% | +10.0% | -16.1% | -10.6% |
| 6M | -3.5% | +14.6% | -18.1% | -10.6% |
| YTD | +3.9% | +23.4% | -19.5% | -8.3% |
| 1Y | +5.1% | +31.3% | -26.2% | -10.4% |
| 3Y | +77.9% | +39.8% | +38.1% | +44.0% |
| 5Y | +62.4% | +17.7% | +44.7% | +41.2% |
| All | +402.8% | +109.2% | +293.6% | +231.5% |
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 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