+2,723.0%
VRT vs FFIV
+131.1%
+2,592.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.6% |
| 7D | +9.1% | -1.0% | +10.1% | +9.7% |
| 30D | +0.9% | -5.1% | +6.0% | +3.9% |
| 3M | -13.4% | -4.5% | -8.9% | -10.8% |
| 6M | +11.7% | +36.5% | -24.8% | -8.2% |
| YTD | +73.2% | +53.0% | +20.3% | +31.7% |
| 1Y | +123.4% | +24.2% | +99.2% | +90.9% |
| 3Y | +606.2% | +137.2% | +469.0% | +325.4% |
| 5Y | +899.9% | +91.8% | +808.1% | +557.7% |
| All | +2,723.0% | +131.1% | +2,592.0% | +1,255.7% |
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