+227.8%
VST vs FFIV
+102.8%
+125.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.5% | -0.7% | -3.5% |
| 7D | -19.9% | -14.2% | -5.7% | -13.9% |
| 30D | -29.7% | -33.6% | +4.0% | -15.5% |
| 3M | -19.6% | -24.2% | +4.6% | -10.1% |
| 6M | -29.4% | -8.3% | -21.1% | -29.6% |
| YTD | -29.7% | +22.1% | -51.8% | -42.9% |
| 1Y | -40.0% | +26.5% | -66.5% | -52.6% |
| All | +227.8% | +102.8% | +125.0% | +136.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling