+141.9%
FFIV vs VIG
+58.6%
+83.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | +0.1% |
| 7D | -1.0% | -0.4% | -0.5% | -0.5% |
| 30D | -5.1% | -1.0% | -4.1% | -4.0% |
| 3M | -4.5% | +2.8% | -7.2% | -7.6% |
| 6M | +36.5% | +8.2% | +28.3% | +24.0% |
| YTD | +53.0% | +11.0% | +41.9% | +35.0% |
| 1Y | +24.2% | +16.1% | +8.1% | +4.0% |
| All | +141.9% | +58.6% | +83.3% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling