+982.1%
FFIV vs VYM
+490.3%
+491.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | -1.5% | +0.1% | -1.7% | -1.7% |
| 30D | -2.7% | -1.3% | -1.4% | -1.4% |
| 3M | -1.7% | +4.1% | -5.7% | -5.6% |
| 6M | +36.1% | +9.8% | +26.3% | +23.8% |
| YTD | +52.6% | +15.3% | +37.3% | +32.2% |
| 1Y | +21.5% | +20.0% | +1.5% | +1.2% |
| 3Y | +142.7% | +66.2% | +76.4% | +46.2% |
| 5Y | +92.6% | +77.5% | +15.0% | +9.8% |
| 10Y | +225.5% | +201.7% | +23.8% | +6.0% |
| All | +982.1% | +490.3% | +491.9% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling