+1,917.9%
VRT vs FFIV
+88.0%
+1,829.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.2% | +7.4% | +8.4% |
| 7D | -10.6% | -2.1% | -8.5% | -9.1% |
| 30D | -17.4% | -33.8% | +16.4% | +0.1% |
| 3M | -26.4% | -20.6% | -5.8% | -20.4% |
| 6M | -41.0% | -10.2% | -30.8% | -40.6% |
| YTD | +23.8% | +24.5% | -0.7% | +0.5% |
| 1Y | +11.6% | +29.3% | -17.7% | -11.9% |
| 3Y | +403.5% | +103.8% | +299.7% | +214.1% |
| 5Y | +647.0% | +40.9% | +606.2% | +446.7% |
| All | +1,917.9% | +88.0% | +1,829.8% | +933.9% |
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