+139.0%
VRT vs FFIV
+23.1%
+115.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | +13.6% | -1.5% | +15.2% | +14.3% |
| 30D | +6.8% | -2.7% | +9.4% | +7.8% |
| 3M | -3.2% | -1.7% | -1.6% | -2.1% |
| 6M | +20.3% | +36.1% | -15.8% | +12.3% |
| YTD | +79.6% | +52.6% | +27.0% | +62.4% |
| 1Y | +139.0% | +21.5% | +117.5% | +130.0% |
| All | +139.0% | +23.1% | +115.9% | +130.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling