+654.4%
VRT vs FFIV
+35.3%
+619.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -1.9% |
| 7D | +10.5% | -0.5% | +11.1% | +11.1% |
| 30D | -9.3% | -32.4% | +23.1% | +11.7% |
| 3M | -29.6% | -25.7% | -3.9% | -19.9% |
| 6M | -45.4% | -13.5% | -31.9% | -44.6% |
| YTD | +24.8% | +21.1% | +3.7% | -5.6% |
| 1Y | +23.6% | +29.4% | -5.8% | -12.0% |
| 3Y | +379.7% | +94.9% | +284.8% | +145.1% |
| All | +654.4% | +35.3% | +619.1% | +377.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling