+29.4%
FFIV vs VOO
+12.1%
+17.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.2% |
| 7D | -0.5% | +2.6% | -3.1% | -3.4% |
| 30D | -32.4% | -2.0% | -30.4% | -30.7% |
| 3M | -25.7% | -2.8% | -22.9% | -23.1% |
| 6M | -13.5% | +2.2% | -15.7% | -14.8% |
| YTD | +21.1% | +11.5% | +9.6% | +10.4% |
| 1Y | +29.4% | +13.5% | +15.9% | +16.6% |
| All | +29.4% | +12.1% | +17.3% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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