+390.2%
VRT vs FFIV
+102.3%
+288.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.5% | +5.9% |
| 7D | +0.5% | -2.9% | +3.4% | +2.4% |
| 30D | -13.7% | -32.4% | +18.7% | +2.0% |
| 3M | -26.7% | -22.7% | -4.0% | -21.2% |
| 6M | -43.8% | -10.7% | -33.2% | -45.2% |
| YTD | +27.6% | +25.4% | +2.2% | -5.0% |
| 1Y | +15.5% | +34.2% | -18.7% | -19.0% |
| All | +390.2% | +102.3% | +288.0% | +175.2% |
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