-9.5%
VMC vs FFIV
+25.9%
-35.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +0.9% |
| 7D | -4.3% | -1.0% | -3.4% | -4.3% |
| 30D | -8.2% | -5.1% | -3.2% | -8.0% |
| 3M | -7.0% | -4.5% | -2.6% | -6.9% |
| 6M | -10.8% | +36.5% | -47.2% | -14.5% |
| YTD | -7.4% | +53.0% | -60.4% | -13.1% |
| 1Y | -9.5% | +24.2% | -33.7% | -11.7% |
| All | -9.5% | +25.9% | -35.4% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling