+66.5%
VSH vs FFIV
+91.3%
-24.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.9% | +4.7% |
| 7D | +4.1% | -1.0% | +5.0% | +4.6% |
| 30D | -4.2% | -5.1% | +0.9% | -1.7% |
| 3M | -50.0% | -4.5% | -45.5% | -48.6% |
| 6M | +80.2% | +36.5% | +43.7% | +49.9% |
| YTD | +121.1% | +53.0% | +68.1% | +70.3% |
| 1Y | +112.0% | +24.2% | +87.8% | +83.0% |
| 3Y | +22.5% | +137.2% | -114.7% | -26.9% |
| All | +66.5% | +91.3% | -24.8% | +6.2% |
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