+61.1%
VZ vs FTV
+77.3%
-16.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +0.2% | -0.4% | +0.6% | +0.3% |
| 30D | +7.1% | -8.3% | +15.4% | +8.6% |
| 3M | +12.8% | -7.4% | +20.2% | +14.1% |
| 6M | +1.8% | -1.2% | +3.0% | +1.7% |
| YTD | +30.0% | +2.7% | +27.3% | +28.6% |
| 1Y | +24.3% | +18.4% | +5.9% | +19.8% |
| 3Y | +84.3% | -2.0% | +86.3% | +81.7% |
| 5Y | +25.9% | +3.4% | +22.5% | +21.4% |
| 10Y | +61.1% | +78.5% | -17.4% | +36.9% |
| All | +61.1% | +77.3% | -16.2% | +36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling