-13.3%
VFC vs FFIV
+23.1%
-36.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.6% | -1.8% |
| 7D | +0.8% | -1.5% | +2.4% | +1.4% |
| 30D | -11.9% | -2.7% | -9.3% | -11.4% |
| 3M | -20.2% | -1.7% | -18.5% | -20.1% |
| 6M | -23.0% | +36.1% | -59.1% | -33.4% |
| YTD | -26.2% | +52.6% | -78.9% | -41.1% |
| 1Y | -13.3% | +21.5% | -34.8% | -25.2% |
| All | -13.3% | +23.1% | -36.4% | -25.2% |
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