+158.3%
VEA vs FFIV
+663.9%
-505.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.7% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | +0.2% | -32.4% | +32.6% | +10.5% |
| 3M | -5.3% | -25.7% | +20.3% | +1.3% |
| 6M | -0.9% | -13.5% | +12.6% | +1.2% |
| YTD | +12.2% | +21.1% | -8.9% | +3.4% |
| 1Y | +16.1% | +29.4% | -13.3% | +4.9% |
| 3Y | +73.0% | +94.9% | -21.9% | +35.9% |
| 5Y | +53.7% | +34.7% | +19.0% | +32.0% |
| 10Y | +159.3% | +119.0% | +40.3% | +86.2% |
| All | +158.3% | +663.9% | -505.6% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling