+56.2%
VFC vs FFIV
+95.4%
-39.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.7% | +5.9% | +4.7% |
| 7D | +1.6% | -0.5% | +2.2% | +1.8% |
| 30D | +25.5% | -32.4% | +57.9% | +51.0% |
| 3M | +41.3% | -25.7% | +67.0% | +57.7% |
| 6M | +22.2% | -13.5% | +35.7% | +20.3% |
| YTD | +16.4% | +21.1% | -4.7% | -16.0% |
| 1Y | +38.4% | +29.4% | +9.0% | -6.1% |
| 3Y | +56.2% | +94.9% | -38.7% | -25.9% |
| All | +56.2% | +95.4% | -39.2% | -25.9% |
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