+127.8%
FFIV vs VT
+215.5%
-87.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | -8.1% | -2.3% | -5.8% | -5.9% |
| 30D | -33.4% | -5.0% | -28.4% | -29.8% |
| 3M | -24.7% | -4.9% | -19.9% | -20.8% |
| 6M | -8.8% | -1.5% | -7.3% | -7.3% |
| YTD | +21.8% | +8.5% | +13.3% | +12.1% |
| 1Y | +25.3% | +11.4% | +13.9% | +12.2% |
| 3Y | +101.2% | +70.1% | +31.1% | +18.5% |
| 5Y | +40.2% | +53.7% | -13.5% | -8.6% |
| All | +127.8% | +215.5% | -87.7% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling