+42.1%
VRTX vs FFIV
+95.4%
-53.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | -0.6% |
| 7D | -1.6% | -0.5% | -1.0% | -1.5% |
| 30D | +8.0% | -32.4% | +40.4% | +10.3% |
| 3M | +4.3% | -25.7% | +30.0% | +5.5% |
| 6M | +18.9% | -13.5% | +32.4% | +17.8% |
| YTD | +18.8% | +21.1% | -2.3% | +12.2% |
| 1Y | +24.0% | +29.4% | -5.5% | +15.9% |
| 3Y | +42.1% | +94.9% | -52.8% | +30.7% |
| All | +42.1% | +95.4% | -53.2% | +30.7% |
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 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