-67.9%
VFC vs FFIV
+39.5%
-107.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +11.2% | -8.1% | +19.3% | +16.3% |
| 30D | +41.5% | -33.4% | +74.9% | +72.8% |
| 3M | +38.9% | -24.7% | +63.7% | +55.2% |
| 6M | +6.1% | -8.8% | +15.0% | +3.1% |
| YTD | +14.5% | +21.8% | -7.2% | -11.9% |
| 1Y | +46.0% | +25.3% | +20.7% | +9.9% |
| 3Y | +36.4% | +101.2% | -64.8% | -21.3% |
| All | -67.9% | +39.5% | -107.3% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling