+831.2%
VMC vs FFIV
+6,100.0%
-5,268.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.3% | +2.3% |
| 7D | +0.3% | -2.1% | +2.4% | +0.6% |
| 30D | +18.6% | -33.8% | +52.3% | +24.3% |
| 3M | +2.0% | -20.6% | +22.7% | +4.4% |
| 6M | +2.6% | -10.2% | +12.8% | +3.1% |
| YTD | +2.3% | +24.5% | -22.2% | -1.8% |
| 1Y | +1.7% | +29.3% | -27.6% | -2.9% |
| 3Y | +41.7% | +103.8% | -62.1% | +27.3% |
| 5Y | +46.6% | +40.9% | +5.8% | +37.2% |
| 10Y | +140.3% | +126.6% | +13.7% | +110.8% |
| All | +831.2% | +6,100.0% | -5,268.8% | +553.7% |
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 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