+997.4%
FFIV vs VIG
+648.1%
+349.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | -0.5% |
| 7D | -2.1% | +0.4% | -2.5% | -2.5% |
| 30D | -33.8% | +4.3% | -38.0% | -37.0% |
| 3M | -20.6% | +2.0% | -22.6% | -22.5% |
| 6M | -10.2% | +10.2% | -20.4% | -19.7% |
| YTD | +24.5% | +14.8% | +9.7% | +6.3% |
| 1Y | +29.3% | +17.5% | +11.8% | +7.6% |
| 3Y | +103.8% | +67.4% | +36.4% | +14.5% |
| 5Y | +40.9% | +63.4% | -22.5% | -17.7% |
| 10Y | +126.6% | +259.9% | -133.3% | -48.0% |
| All | +997.4% | +648.1% | +349.3% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling