+94.9%
FFIV vs VO
+66.5%
+28.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -0.5% | +3.1% | -3.6% | -3.9% |
| 30D | -32.4% | +2.2% | -34.6% | -34.0% |
| 3M | -25.7% | -2.5% | -23.2% | -23.5% |
| 6M | -13.5% | +7.0% | -20.5% | -19.6% |
| YTD | +21.1% | +14.0% | +7.1% | +4.9% |
| 1Y | +29.4% | +15.6% | +13.8% | +10.3% |
| 3Y | +94.9% | +66.2% | +28.7% | +15.1% |
| All | +94.9% | +66.5% | +28.3% | +15.1% |
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