+1,740.6%
VRT vs FFIV
+83.9%
+1,656.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | -21.4% | -8.1% | -13.2% | -17.4% |
| 30D | -25.8% | -33.4% | +7.6% | -10.6% |
| 3M | -33.5% | -24.7% | -8.8% | -26.0% |
| 6M | -49.0% | -8.8% | -40.2% | -49.3% |
| YTD | +12.9% | +21.8% | -8.8% | -7.4% |
| 1Y | 0.0% | +25.3% | -25.3% | -19.7% |
| 3Y | +361.8% | +101.2% | +260.7% | +189.8% |
| 5Y | +565.1% | +40.2% | +524.9% | +388.7% |
| All | +1,740.6% | +83.9% | +1,656.7% | +853.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling