+1,241.8%
FFIV vs VT
+374.2%
+867.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.0% | +0.4% | -1.4% | -1.4% |
| 30D | -5.1% | +1.0% | -6.0% | -6.0% |
| 3M | -4.5% | +2.4% | -6.8% | -6.6% |
| 6M | +36.5% | +12.0% | +24.5% | +22.2% |
| YTD | +53.0% | +15.3% | +37.6% | +33.4% |
| 1Y | +24.2% | +22.6% | +1.6% | +2.2% |
| 3Y | +137.2% | +74.7% | +62.5% | +40.6% |
| 5Y | +91.8% | +66.1% | +25.6% | +20.3% |
| 10Y | +215.2% | +225.0% | -9.8% | +7.0% |
| All | +1,241.8% | +374.2% | +867.6% | +245.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling