+330.6%
VSH vs FFIV
+7,518.9%
-7,188.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.9% | +4.6% |
| 7D | +4.1% | -1.0% | +5.0% | +4.3% |
| 30D | -4.2% | -5.1% | +0.9% | -2.9% |
| 3M | -50.0% | -4.5% | -45.5% | -49.2% |
| 6M | +80.2% | +36.5% | +43.7% | +64.0% |
| YTD | +121.1% | +53.0% | +68.1% | +93.7% |
| 1Y | +112.0% | +24.2% | +87.8% | +97.2% |
| 3Y | +22.5% | +137.2% | -114.7% | -6.0% |
| 5Y | +64.0% | +91.8% | -27.7% | +33.4% |
| 10Y | +170.4% | +215.2% | -44.8% | +90.1% |
| All | +330.6% | +7,518.9% | -7,188.3% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling