+130.4%
VMC vs FFIV
+126.3%
+4.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -4.3% | -2.9% | -1.4% | -3.3% |
| 30D | +16.2% | -32.4% | +48.6% | +30.6% |
| 3M | -0.8% | -22.7% | +21.9% | +5.7% |
| 6M | +1.2% | -10.7% | +11.9% | +1.4% |
| YTD | +0.5% | +25.4% | -24.9% | -12.7% |
| 1Y | -2.9% | +34.2% | -37.1% | -18.0% |
| 3Y | +37.3% | +101.2% | -63.9% | -4.8% |
| 5Y | +48.8% | +42.0% | +6.8% | +16.2% |
| All | +130.4% | +126.3% | +4.1% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling