+123.8%
FFIV vs VIG
+262.6%
-138.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.9% | +3.1% | -1.2% | -1.2% |
| 30D | -33.3% | +5.0% | -38.3% | -36.7% |
| 3M | -24.9% | +2.7% | -27.6% | -27.0% |
| 6M | -10.5% | +11.0% | -21.5% | -19.7% |
| YTD | +24.4% | +16.0% | +8.5% | +6.8% |
| 1Y | +32.3% | +16.3% | +16.0% | +13.2% |
| 3Y | +99.7% | +66.8% | +32.9% | +19.6% |
| 5Y | +38.4% | +64.8% | -26.3% | -15.4% |
| All | +123.8% | +262.6% | -138.8% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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