+758.6%
FFIV vs VYM
+498.6%
+260.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | -0.5% | +3.7% | -4.2% | -4.1% |
| 30D | -32.4% | +3.7% | -36.1% | -34.9% |
| 3M | -25.7% | -0.7% | -25.0% | -25.2% |
| 6M | -13.5% | +7.2% | -20.7% | -19.4% |
| YTD | +21.1% | +16.9% | +4.2% | +3.4% |
| 1Y | +29.4% | +19.6% | +9.8% | +8.0% |
| 3Y | +94.9% | +74.6% | +20.3% | +11.8% |
| 5Y | +34.7% | +72.3% | -37.6% | -21.0% |
| 10Y | +119.0% | +206.5% | -87.5% | -29.8% |
| All | +758.6% | +498.6% | +260.0% | +47.0% |
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 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