+31.8%
FFIV vs VO
+13.8%
+18.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -4.2% | -0.2% | -4.0% | -3.9% |
| 30D | -33.9% | +0.5% | -34.3% | -34.1% |
| 3M | -22.6% | -1.1% | -21.5% | -21.6% |
| 6M | -10.4% | +6.4% | -16.8% | -15.5% |
| YTD | +24.3% | +13.5% | +10.8% | +9.6% |
| 1Y | +31.8% | +13.6% | +18.2% | +16.5% |
| All | +31.8% | +13.8% | +18.0% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling