+1,164.9%
VST vs FFIV
+118.6%
+1,046.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | 0.0% |
| 7D | +6.6% | -0.5% | +7.1% | +6.9% |
| 30D | -12.4% | -32.4% | +20.0% | +1.7% |
| 3M | -9.0% | -25.7% | +16.7% | +1.4% |
| 6M | -6.4% | -13.5% | +7.1% | -2.8% |
| YTD | -17.2% | +21.1% | -38.3% | -26.8% |
| 1Y | -22.0% | +29.4% | -51.4% | -33.3% |
| 3Y | +296.7% | +94.9% | +201.8% | +196.1% |
| 5Y | +637.6% | +34.7% | +602.9% | +514.9% |
| All | +1,164.9% | +118.6% | +1,046.3% | +672.1% |
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