-46.1%
VFC vs FFIV
+132.4%
-178.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.5% |
| 7D | +7.7% | -2.1% | +9.8% | +8.8% |
| 30D | +39.2% | -33.8% | +73.0% | +67.7% |
| 3M | +40.3% | -20.6% | +60.9% | +51.7% |
| 6M | +11.4% | -10.2% | +21.6% | +11.5% |
| YTD | +17.5% | +24.5% | -7.0% | -4.3% |
| 1Y | +45.9% | +29.3% | +16.6% | +16.2% |
| 3Y | +47.3% | +103.8% | -56.5% | -4.6% |
| 5Y | -67.2% | +40.9% | -108.1% | -75.4% |
| 10Y | -46.1% | +126.6% | -172.7% | -69.6% |
| All | -46.1% | +132.4% | -178.5% | -69.6% |
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