+29.4%
FFIV vs VIG
+16.5%
+12.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -0.5% | +3.5% | -4.0% | -3.7% |
| 30D | -32.4% | +4.9% | -37.3% | -35.5% |
| 3M | -25.7% | +2.5% | -28.2% | -27.3% |
| 6M | -13.5% | +11.0% | -24.5% | -22.4% |
| YTD | +21.1% | +16.0% | +5.1% | +4.3% |
| 1Y | +29.4% | +17.5% | +11.9% | +10.3% |
| All | +29.4% | +16.5% | +12.9% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling