+769.3%
VST vs FFIV
+91.3%
+678.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +4.0% | +3.7% |
| 7D | +8.9% | -1.0% | +9.9% | +9.2% |
| 30D | +6.2% | -5.1% | +11.3% | +8.3% |
| 3M | -2.7% | -4.5% | +1.7% | -1.5% |
| 6M | -8.4% | +36.5% | -44.8% | -21.8% |
| YTD | -7.2% | +53.0% | -60.2% | -25.5% |
| 1Y | -20.9% | +24.2% | -45.1% | -30.2% |
| 3Y | +384.0% | +137.2% | +246.8% | +243.3% |
| All | +769.3% | +91.3% | +678.1% | +515.4% |
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