+99.4%
FFIV vs VYM
+76.7%
+22.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.4% |
| 7D | +3.5% | -1.0% | +4.4% | +4.6% |
| 30D | -1.3% | -2.0% | +0.7% | +1.1% |
| 3M | +2.4% | +3.1% | -0.7% | -1.2% |
| 6M | +41.8% | +8.9% | +32.9% | +28.2% |
| YTD | +58.5% | +14.7% | +43.8% | +35.0% |
| 1Y | +24.3% | +19.4% | +4.9% | +1.2% |
| 3Y | +152.0% | +65.4% | +86.6% | +40.3% |
| All | +99.4% | +76.7% | +22.7% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling