+13.1%
VUG vs FTV
+17.4%
-4.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +0.1% | -1.3% | +1.4% | +0.2% |
| 30D | -1.7% | -9.5% | +7.8% | -0.5% |
| 3M | +2.8% | -10.9% | +13.7% | +4.2% |
| 6M | +13.6% | -0.6% | +14.2% | +13.2% |
| YTD | +8.1% | +1.4% | +6.7% | +7.9% |
| 1Y | +13.1% | +17.6% | -4.6% | +9.9% |
| All | +13.1% | +17.4% | -4.3% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling