-68.8%
VFC vs FFIV
+224.0%
-292.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.6% | -1.7% |
| 7D | +0.8% | -1.5% | +2.4% | +1.7% |
| 30D | -11.9% | -2.7% | -9.3% | -11.1% |
| 3M | -20.2% | -1.7% | -18.5% | -20.1% |
| 6M | -23.0% | +36.1% | -59.1% | -36.5% |
| YTD | -26.2% | +52.6% | -78.9% | -43.6% |
| 1Y | -13.3% | +21.5% | -34.8% | -24.7% |
| 3Y | -25.5% | +142.7% | -168.2% | -54.0% |
| 5Y | -78.1% | +92.6% | -170.7% | -85.4% |
| 10Y | -68.8% | +225.5% | -294.3% | -83.6% |
| All | -68.8% | +224.0% | -292.8% | -83.6% |
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 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