-8.2%
VFC vs FFIV
+25.9%
-34.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -1.6% | -1.0% | -0.7% | -1.3% |
| 30D | -11.6% | -5.1% | -6.6% | -10.3% |
| 3M | -18.1% | -4.5% | -13.6% | -17.2% |
| 6M | -27.4% | +36.5% | -63.8% | -37.3% |
| YTD | -24.8% | +53.0% | -77.8% | -40.2% |
| 1Y | -8.2% | +24.2% | -32.4% | -22.6% |
| All | -8.2% | +25.9% | -34.1% | -22.6% |
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