+116.6%
VSH vs FFIV
+132.4%
-15.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.2% | +11.2% | +12.1% |
| 7D | +3.5% | -2.1% | +5.6% | +5.5% |
| 30D | -22.4% | -33.8% | +11.4% | -1.5% |
| 3M | -25.2% | -20.6% | -4.6% | -15.8% |
| 6M | -22.5% | -10.2% | -12.3% | -18.7% |
| YTD | +84.2% | +24.5% | +59.7% | +56.0% |
| 1Y | +87.1% | +29.3% | +57.8% | +54.7% |
| 3Y | +31.7% | +103.8% | -72.1% | -19.0% |
| 5Y | +42.6% | +40.9% | +1.7% | +7.3% |
| 10Y | +116.6% | +126.6% | -10.0% | +13.4% |
| All | +116.6% | +132.4% | -15.8% | +13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling