+160.1%
VEA vs FFIV
+690.7%
-530.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.6% |
| 7D | -1.3% | -2.9% | +1.7% | -0.4% |
| 30D | 0.0% | -32.4% | +32.4% | +10.2% |
| 3M | -3.6% | -22.7% | +19.1% | +2.1% |
| 6M | -0.5% | -10.7% | +10.2% | +0.8% |
| YTD | +13.0% | +25.4% | -12.4% | +3.2% |
| 1Y | +16.3% | +34.2% | -17.9% | +4.1% |
| 3Y | +74.4% | +101.2% | -26.8% | +35.9% |
| 5Y | +55.8% | +42.0% | +13.9% | +31.9% |
| 10Y | +161.1% | +126.7% | +34.4% | +85.7% |
| All | +160.1% | +690.7% | -530.7% | -6.2% |
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