+437.5%
VUG vs FTV
+90.8%
+346.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | -0.1% | -4.5% | +4.4% | +2.1% |
| 30D | -0.3% | -7.1% | +6.7% | +3.2% |
| 3M | -0.7% | -7.2% | +6.5% | +2.3% |
| 6M | +14.6% | -1.5% | +16.1% | +14.3% |
| YTD | +9.0% | +3.5% | +5.5% | +5.1% |
| 1Y | +14.9% | +20.3% | -5.5% | +2.0% |
| 3Y | +86.0% | -3.1% | +89.2% | +81.9% |
| 5Y | +76.7% | +2.3% | +74.3% | +65.2% |
| 10Y | +411.3% | +76.3% | +335.0% | +280.6% |
| All | +437.5% | +90.8% | +346.7% | +296.3% |
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