+36.4%
VFC vs FFIV
+102.2%
-65.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +11.2% | -8.1% | +19.3% | +16.0% |
| 30D | +41.5% | -33.4% | +74.9% | +71.7% |
| 3M | +38.9% | -24.7% | +63.7% | +53.6% |
| 6M | +6.1% | -8.8% | +15.0% | +0.5% |
| YTD | +14.5% | +21.8% | -7.2% | -17.5% |
| 1Y | +46.0% | +25.3% | +20.7% | +2.3% |
| 3Y | +36.4% | +101.2% | -64.8% | -39.2% |
| All | +36.4% | +102.2% | -65.8% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling