+743.4%
VMC vs FFIV
+7,518.9%
-6,775.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.0% |
| 7D | -4.3% | -1.0% | -3.4% | -4.2% |
| 30D | -8.2% | -5.1% | -3.2% | -7.7% |
| 3M | -7.0% | -4.5% | -2.6% | -6.7% |
| 6M | -10.8% | +36.5% | -47.2% | -14.6% |
| YTD | -7.4% | +53.0% | -60.4% | -12.8% |
| 1Y | -9.5% | +24.2% | -33.7% | -12.7% |
| 3Y | +20.5% | +137.2% | -116.7% | +6.7% |
| 5Y | +51.6% | +91.8% | -40.2% | +37.3% |
| 10Y | +150.0% | +215.2% | -65.1% | +112.2% |
| All | +743.4% | +7,518.9% | -6,775.6% | +480.2% |
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