+242.8%
FFIV vs VO
+193.0%
+49.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.6% |
| 7D | +3.5% | -0.6% | +4.1% | +4.0% |
| 30D | -1.3% | -1.9% | +0.6% | +0.5% |
| 3M | +2.4% | +3.3% | -0.9% | -0.7% |
| 6M | +41.8% | +9.7% | +32.1% | +30.0% |
| YTD | +58.5% | +12.6% | +45.9% | +42.0% |
| 1Y | +24.3% | +13.6% | +10.7% | +10.7% |
| 3Y | +152.0% | +56.8% | +95.2% | +68.2% |
| 5Y | +99.1% | +42.3% | +56.8% | +45.2% |
| 10Y | +242.8% | +199.2% | +43.6% | +37.3% |
| All | +242.8% | +193.0% | +49.8% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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