+55.6%
VFC vs FFIV
+33.5%
+22.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.9% | +4.5% |
| 7D | +21.5% | -9.8% | +31.3% | +23.0% |
| 30D | +46.7% | -28.1% | +74.8% | +52.3% |
| 3M | +38.4% | -20.0% | +58.4% | +39.6% |
| 6M | +15.2% | -0.1% | +15.3% | +8.4% |
| YTD | +17.8% | +29.2% | -11.4% | -4.4% |
| 1Y | +55.6% | +36.6% | +19.0% | +16.2% |
| All | +55.6% | +33.5% | +22.1% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling