-32.0%
VST vs FFIV
+26.7%
-58.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.3% | +10.8% | +10.6% |
| 7D | -9.8% | -8.1% | -1.7% | -8.2% |
| 30D | -25.1% | -33.4% | +8.2% | -19.5% |
| 3M | -11.6% | -24.7% | +13.2% | -6.4% |
| 6M | -20.9% | -8.8% | -12.1% | -17.5% |
| YTD | -22.3% | +21.8% | -44.1% | -22.4% |
| 1Y | -32.0% | +25.3% | -57.3% | -30.8% |
| All | -32.0% | +26.7% | -58.7% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling