+23.0%
FFIV vs VYM
+18.4%
+4.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +2.5% |
| 7D | +5.4% | -0.8% | +6.2% | +6.4% |
| 30D | -2.7% | -2.2% | -0.4% | 0.0% |
| 3M | +4.5% | +3.1% | +1.5% | +0.8% |
| 6M | +42.2% | +9.7% | +32.5% | +26.1% |
| YTD | +61.3% | +14.9% | +46.4% | +34.3% |
| 1Y | +23.0% | +17.6% | +5.5% | -2.0% |
| All | +23.0% | +18.4% | +4.6% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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