+155.5%
VXUS vs FTV
+124.8%
+30.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +1.8% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | -1.9% | +17.2% | -19.1% | -7.9% |
| 3M | -4.4% | +8.9% | -13.3% | -7.7% |
| 6M | -2.0% | +11.3% | -13.3% | -6.6% |
| YTD | +11.1% | +21.9% | -10.8% | +1.1% |
| 1Y | +15.1% | +31.6% | -16.5% | +1.4% |
| 3Y | +70.4% | +38.1% | +32.4% | +44.1% |
| 5Y | +47.2% | +15.7% | +31.5% | +31.7% |
| 10Y | +142.3% | +107.5% | +34.8% | +68.9% |
| All | +155.5% | +124.8% | +30.7% | +76.0% |
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