-39.3%
VG vs FFIV
+43.4%
-82.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +1.7% | -1.0% | +2.6% | +2.0% |
| 30D | +16.0% | -5.1% | +21.1% | +18.3% |
| 3M | +9.7% | -4.5% | +14.2% | +10.7% |
| 6M | +29.6% | +36.5% | -6.9% | +8.3% |
| YTD | +112.0% | +53.0% | +59.1% | +64.3% |
| 1Y | +12.8% | +24.2% | -11.4% | -0.4% |
| All | -39.3% | +43.4% | -82.8% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling