+24.3%
FFIV vs VIG
+14.1%
+10.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.4% |
| 7D | +3.5% | -1.2% | +4.6% | +4.8% |
| 30D | -1.3% | -2.8% | +1.5% | +2.0% |
| 3M | +2.4% | +2.5% | -0.1% | -0.9% |
| 6M | +41.8% | +8.1% | +33.7% | +28.4% |
| YTD | +58.5% | +9.6% | +49.0% | +41.2% |
| 1Y | +24.3% | +14.2% | +10.2% | +3.7% |
| All | +24.3% | +14.1% | +10.3% | +3.7% |
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