+32.1%
VSH vs FFIV
+95.4%
-63.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.7% | -1.5% | -2.6% |
| 7D | +14.3% | -0.5% | +14.9% | +15.0% |
| 30D | -7.9% | -32.4% | +24.5% | +14.1% |
| 3M | -19.9% | -25.7% | +5.8% | -6.8% |
| 6M | -30.5% | -13.5% | -17.0% | -26.1% |
| YTD | +85.7% | +21.1% | +64.6% | +58.5% |
| 1Y | +98.9% | +29.4% | +69.5% | +62.6% |
| 3Y | +32.1% | +94.9% | -62.8% | -14.5% |
| All | +32.1% | +95.4% | -63.3% | -14.5% |
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