+161.5%
VEA vs FFIV
+243.4%
-81.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.7% | -2.0% |
| 7D | +0.3% | +3.5% | -3.1% | -0.7% |
| 30D | +0.4% | -1.3% | +1.7% | +0.6% |
| 3M | +4.8% | +2.4% | +2.4% | +3.6% |
| 6M | +11.3% | +41.8% | -30.6% | -0.6% |
| YTD | +17.4% | +58.5% | -41.1% | +0.9% |
| 1Y | +26.2% | +24.3% | +1.9% | +16.2% |
| 3Y | +77.7% | +152.0% | -74.3% | +27.8% |
| 5Y | +60.9% | +99.1% | -38.2% | +21.9% |
| All | +161.5% | +243.4% | -81.8% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling