+46.0%
VFC vs FFIV
+28.8%
+17.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.3% |
| 7D | +7.7% | -2.1% | +9.8% | +8.0% |
| 30D | +39.2% | -33.8% | +73.0% | +46.5% |
| 3M | +40.3% | -20.6% | +60.9% | +40.9% |
| 6M | +11.4% | -10.2% | +21.6% | +7.7% |
| YTD | +17.5% | +24.5% | -7.0% | -3.8% |
| All | +46.0% | +28.8% | +17.2% | +10.6% |
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