+11.7%
VRT vs FFIV
+39.2%
-27.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.5% |
| 7D | +9.1% | -1.0% | +10.1% | +9.5% |
| 30D | +0.9% | -5.1% | +6.0% | +3.1% |
| 3M | -13.4% | -4.5% | -8.9% | -11.5% |
| 6M | +11.7% | +36.5% | -24.8% | +10.0% |
| All | +11.7% | +39.2% | -27.5% | +10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling