+132.9%
VWO vs FTV
+87.0%
+46.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.1% |
| 7D | +0.2% | -1.3% | +1.4% | +0.6% |
| 30D | +0.9% | -9.5% | +10.4% | +4.6% |
| 3M | +4.3% | -10.9% | +15.2% | +8.4% |
| 6M | +10.5% | -0.6% | +11.2% | +10.1% |
| YTD | +13.4% | +1.4% | +11.9% | +11.3% |
| 1Y | +18.6% | +17.6% | +0.9% | +9.6% |
| 3Y | +65.8% | -3.3% | +69.1% | +62.4% |
| 5Y | +35.2% | -0.1% | +35.4% | +28.2% |
| 10Y | +116.6% | +82.5% | +34.1% | +58.9% |
| All | +132.9% | +87.0% | +46.0% | +69.9% |
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 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