+1,728.5%
FFIV vs VO
+797.8%
+930.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.1% |
| 7D | -8.1% | -2.6% | -5.6% | -5.6% |
| 30D | -33.4% | -0.9% | -32.4% | -32.7% |
| 3M | -24.7% | -3.0% | -21.7% | -22.3% |
| 6M | -8.8% | +2.2% | -11.1% | -10.7% |
| YTD | +21.8% | +10.6% | +11.2% | +10.2% |
| 1Y | +25.3% | +12.5% | +12.8% | +11.3% |
| 3Y | +101.2% | +61.4% | +39.8% | +25.0% |
| 5Y | +40.2% | +33.4% | +6.8% | +5.7% |
| 10Y | +129.0% | +201.5% | -72.5% | -27.3% |
| All | +1,728.5% | +797.8% | +930.7% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling