-51.4%
VG vs FFIV
+14.5%
-65.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.5% | +1.5% | -2.3% |
| 7D | -22.0% | -14.2% | -7.8% | -18.3% |
| 30D | -14.7% | -33.6% | +18.9% | -4.7% |
| 3M | -7.1% | -24.2% | +17.1% | -1.8% |
| 6M | -11.2% | -8.3% | -2.9% | -15.3% |
| YTD | +69.8% | +22.1% | +47.7% | +36.4% |
| 1Y | +49.9% | +26.5% | +23.4% | +17.5% |
| All | -51.4% | +14.5% | -65.9% | -61.5% |
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