+96.3%
FFIV vs VTEB
+0.8%
+95.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.0% |
| 7D | +1.6% | -1.2% | +2.8% | +2.5% |
| 30D | -3.7% | -2.9% | -0.9% | -1.7% |
| 3M | +2.0% | -3.2% | +5.1% | +4.4% |
| 6M | +39.3% | -2.6% | +41.9% | +42.0% |
| YTD | +56.1% | -1.8% | +57.9% | +58.2% |
| 1Y | +22.0% | +0.2% | +21.8% | +21.8% |
| 3Y | +148.2% | +8.2% | +140.0% | +128.6% |
| 5Y | +96.3% | +0.8% | +95.5% | +102.8% |
| All | +96.3% | +0.8% | +95.6% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling