+824.3%
VMC vs FFIV
+6,091.4%
-5,267.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +1.1% | -4.2% | +5.3% | +1.7% |
| 30D | +17.7% | -33.9% | +51.6% | +23.4% |
| 3M | +1.1% | -22.6% | +23.7% | +3.7% |
| 6M | +1.8% | -10.4% | +12.2% | +2.3% |
| YTD | +1.5% | +24.3% | -22.8% | -2.5% |
| 1Y | -1.1% | +31.8% | -32.9% | -5.8% |
| 3Y | +38.8% | +99.5% | -60.7% | +25.0% |
| 5Y | +49.6% | +40.7% | +8.8% | +40.0% |
| 10Y | +130.6% | +126.9% | +3.7% | +102.3% |
| All | +824.3% | +6,091.4% | -5,267.1% | +549.0% |
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