+500.1%
VST vs FFIV
+39.3%
+460.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.5% | -0.7% | -3.9% |
| 7D | -19.9% | -14.2% | -5.7% | -14.7% |
| 30D | -29.7% | -33.6% | +4.0% | -17.5% |
| 3M | -19.6% | -24.2% | +4.6% | -11.1% |
| 6M | -29.4% | -8.3% | -21.1% | -28.8% |
| YTD | -29.7% | +22.1% | -51.8% | -39.1% |
| 1Y | -40.0% | +26.5% | -66.5% | -49.1% |
| 3Y | +231.0% | +102.3% | +128.7% | +147.4% |
| 5Y | +500.1% | +40.6% | +459.4% | +365.6% |
| All | +500.1% | +39.3% | +460.8% | +365.6% |
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