+242.8%
FFIV vs VIG
+241.3%
+1.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.4% |
| 7D | +3.5% | -1.2% | +4.6% | +4.7% |
| 30D | -1.3% | -2.8% | +1.5% | +1.6% |
| 3M | +2.4% | +2.5% | -0.1% | -0.3% |
| 6M | +41.8% | +8.1% | +33.7% | +30.7% |
| YTD | +58.5% | +9.6% | +49.0% | +44.3% |
| 1Y | +24.3% | +14.2% | +10.2% | +8.7% |
| 3Y | +152.0% | +56.1% | +95.9% | +61.9% |
| 5Y | +99.1% | +62.8% | +36.3% | +24.1% |
| 10Y | +242.8% | +248.2% | -5.4% | +9.4% |
| All | +242.8% | +241.3% | +1.4% | +9.4% |
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