+126.6%
FFIV vs VO
+206.8%
-80.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | -0.3% |
| 7D | -2.1% | -0.1% | -2.0% | -1.9% |
| 30D | -33.8% | +0.5% | -34.3% | -34.0% |
| 3M | -20.6% | -1.0% | -19.6% | -19.8% |
| 6M | -10.2% | +6.4% | -16.7% | -15.2% |
| YTD | +24.5% | +13.6% | +10.9% | +10.7% |
| 1Y | +29.3% | +14.5% | +14.8% | +14.2% |
| 3Y | +103.8% | +67.2% | +36.6% | +28.4% |
| 5Y | +40.9% | +36.1% | +4.8% | +6.7% |
| 10Y | +126.6% | +199.3% | -72.7% | -16.7% |
| All | +126.6% | +206.8% | -80.2% | -16.7% |
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