+33.8%
FFIV vs VYM
+71.9%
-38.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.5% |
| 7D | -0.5% | +3.7% | -4.2% | -4.6% |
| 30D | -32.4% | +3.7% | -36.1% | -35.2% |
| 3M | -25.7% | -0.7% | -25.0% | -25.1% |
| 6M | -13.5% | +7.2% | -20.7% | -20.3% |
| YTD | +21.1% | +16.9% | +4.2% | +0.7% |
| 1Y | +29.4% | +19.6% | +9.8% | +4.8% |
| 3Y | +94.9% | +74.6% | +20.3% | +1.1% |
| All | +33.8% | +71.9% | -38.1% | -27.7% |
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