+409.9%
VUG vs FTV
+126.9%
+282.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.2% |
| 7D | -1.2% | +1.4% | -2.6% | -1.8% |
| 30D | -8.9% | +18.3% | -27.1% | -16.0% |
| 3M | -5.9% | +9.8% | -15.7% | -10.3% |
| 6M | -3.3% | +12.3% | -15.6% | -9.3% |
| YTD | +3.4% | +23.1% | -19.7% | -8.4% |
| 1Y | +1.9% | +32.5% | -30.6% | -13.3% |
| 3Y | +76.9% | +38.3% | +38.6% | +44.7% |
| 5Y | +63.9% | +16.8% | +47.0% | +43.4% |
| 10Y | +396.2% | +106.6% | +289.7% | +240.0% |
| All | +409.9% | +126.9% | +282.9% | +245.2% |
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