+361.8%
VRT vs FFIV
+102.2%
+259.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | -21.4% | -8.1% | -13.2% | -17.7% |
| 30D | -25.8% | -33.4% | +7.6% | -11.9% |
| 3M | -33.5% | -24.7% | -8.8% | -27.7% |
| 6M | -49.0% | -8.8% | -40.2% | -51.2% |
| YTD | +12.9% | +21.8% | -8.8% | -14.8% |
| 1Y | 0.0% | +25.3% | -25.3% | -26.6% |
| 3Y | +361.8% | +101.2% | +260.7% | +155.1% |
| All | +361.8% | +102.2% | +259.6% | +155.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling