+24.2%
FFIV vs VTEB
+3.1%
+21.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | -1.0% | -0.8% | -0.2% | -0.2% |
| 30D | -5.1% | -1.3% | -3.7% | -3.7% |
| 3M | -4.5% | -2.1% | -2.3% | -2.6% |
| 6M | +36.5% | -1.7% | +38.2% | +37.2% |
| YTD | +53.0% | -0.6% | +53.5% | +52.8% |
| 1Y | +24.2% | +3.1% | +21.1% | +15.2% |
| All | +24.2% | +3.1% | +21.1% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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