+24.6%
VMC vs FFIV
+140.3%
-115.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.0% |
| 7D | -4.3% | -1.0% | -3.4% | -4.1% |
| 30D | -8.2% | -5.1% | -3.2% | -7.3% |
| 3M | -7.0% | -4.5% | -2.6% | -6.5% |
| 6M | -10.8% | +36.5% | -47.2% | -19.1% |
| YTD | -7.4% | +53.0% | -60.4% | -19.4% |
| 1Y | -9.5% | +24.2% | -33.7% | -15.9% |
| All | +24.6% | +140.3% | -115.7% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling