+24.9%
VSH vs FFIV
+39.5%
-14.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.9% |
| 7D | -12.9% | -8.1% | -4.8% | -8.0% |
| 30D | -36.9% | -33.4% | -3.5% | -21.1% |
| 3M | -28.8% | -24.7% | -4.0% | -18.0% |
| 6M | -30.3% | -8.8% | -21.4% | -27.9% |
| YTD | +62.4% | +21.8% | +40.6% | +39.5% |
| 1Y | +62.5% | +25.3% | +37.2% | +37.2% |
| 3Y | +7.4% | +101.2% | -93.8% | -31.4% |
| All | +24.9% | +39.5% | -14.5% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling