+101.2%
FFIV vs VO
+60.2%
+41.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.1% |
| 7D | -8.1% | -2.6% | -5.6% | -5.4% |
| 30D | -33.4% | -0.9% | -32.4% | -32.6% |
| 3M | -24.7% | -3.0% | -21.7% | -22.1% |
| 6M | -8.8% | +2.2% | -11.1% | -10.9% |
| YTD | +21.8% | +10.6% | +11.2% | +9.1% |
| 1Y | +25.3% | +12.5% | +12.8% | +10.0% |
| 3Y | +101.2% | +61.4% | +39.8% | +23.5% |
| All | +101.2% | +60.2% | +41.0% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling