+294.5%
VTI vs FFIV
+238.2%
+56.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | -2.0% | +1.6% | -3.6% | -2.6% |
| 30D | -1.9% | -3.7% | +1.8% | -0.8% |
| 3M | +4.5% | +2.0% | +2.6% | +3.1% |
| 6M | +12.6% | +39.3% | -26.7% | -1.8% |
| YTD | +12.0% | +56.1% | -44.1% | -7.1% |
| 1Y | +17.3% | +22.0% | -4.6% | +6.3% |
| 3Y | +75.3% | +148.2% | -72.9% | +17.4% |
| 5Y | +74.0% | +96.3% | -22.3% | +24.8% |
| All | +294.5% | +238.2% | +56.4% | +127.2% |
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