+2,072.9%
VGT vs FFIV
+1,675.1%
+397.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.9% |
| 7D | +2.5% | -0.5% | +3.0% | +2.7% |
| 30D | -9.5% | -32.4% | +22.9% | +1.0% |
| 3M | -9.5% | -25.7% | +16.2% | -2.1% |
| 6M | -1.8% | -13.5% | +11.7% | +1.3% |
| YTD | +18.4% | +21.1% | -2.7% | +9.5% |
| 1Y | +18.7% | +29.4% | -10.7% | +7.5% |
| 3Y | +103.8% | +94.9% | +8.9% | +61.7% |
| 5Y | +104.4% | +34.7% | +69.6% | +79.8% |
| 10Y | +716.9% | +119.0% | +597.9% | +516.3% |
| All | +2,072.9% | +1,675.1% | +397.8% | +745.6% |
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