+2,267.4%
VGT vs FFIV
+2,142.1%
+125.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | +1.0% | -1.0% | +2.0% | +1.3% |
| 30D | +1.3% | -5.1% | +6.4% | +2.8% |
| 3M | -1.1% | -4.5% | +3.3% | 0.0% |
| 6M | +32.6% | +36.5% | -3.8% | +19.9% |
| YTD | +29.0% | +53.0% | -24.0% | +12.3% |
| 1Y | +39.7% | +24.2% | +15.5% | +28.8% |
| 3Y | +120.9% | +137.2% | -16.3% | +66.8% |
| 5Y | +133.6% | +91.8% | +41.8% | +86.9% |
| 10Y | +792.6% | +215.2% | +577.4% | +512.5% |
| All | +2,267.4% | +2,142.1% | +125.2% | +767.2% |
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 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