+392.1%
VNQ vs FFIV
+2,606.6%
-2,214.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.4% | -1.5% | +1.2% | 0.0% |
| 30D | -2.5% | -2.7% | +0.1% | -2.0% |
| 3M | +1.4% | -1.7% | +3.0% | +1.2% |
| 6M | +4.6% | +36.1% | -31.6% | -4.9% |
| YTD | +10.5% | +52.6% | -42.1% | -3.1% |
| 1Y | +8.4% | +21.5% | -13.1% | +0.6% |
| 3Y | +32.4% | +142.7% | -110.3% | -0.2% |
| 5Y | +5.5% | +92.6% | -87.1% | -16.5% |
| 10Y | +59.1% | +225.5% | -166.4% | +4.9% |
| All | +392.1% | +2,606.6% | -2,214.6% | +66.7% |
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