+61.8%
VNQ vs FFIV
+249.4%
-187.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | -0.2% |
| 7D | -1.3% | +5.4% | -6.7% | -2.7% |
| 30D | -2.6% | -2.7% | +0.1% | -2.1% |
| 3M | -2.0% | +4.5% | -6.6% | -3.8% |
| 6M | +4.3% | +42.2% | -37.9% | -6.8% |
| YTD | +9.2% | +61.3% | -52.1% | -6.5% |
| 1Y | +5.6% | +23.0% | -17.4% | -2.5% |
| 3Y | +30.8% | +156.3% | -125.4% | -6.5% |
| 5Y | +8.0% | +102.9% | -94.9% | -18.8% |
| All | +61.8% | +249.4% | -187.6% | +3.5% |
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