+7.2%
VNQ vs FFIV
+95.0%
-87.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.5% |
| 7D | -2.6% | +1.6% | -4.2% | -3.0% |
| 30D | -2.3% | -3.7% | +1.4% | -1.6% |
| 3M | -2.8% | +2.0% | -4.8% | -3.9% |
| 6M | +2.5% | +39.3% | -36.8% | -7.3% |
| YTD | +8.4% | +56.1% | -47.7% | -5.7% |
| 1Y | +6.8% | +22.0% | -15.2% | -0.5% |
| 3Y | +29.9% | +148.2% | -118.3% | -8.2% |
| 5Y | +7.2% | +96.3% | -89.1% | -19.8% |
| All | +7.2% | +95.0% | -87.8% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling