+13.8%
VTI vs FFIV
+28.7%
-14.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.1% |
| 7D | +2.5% | -0.5% | +3.1% | +2.6% |
| 30D | -1.5% | -32.4% | +30.9% | +2.6% |
| 3M | -3.2% | -25.7% | +22.5% | -0.6% |
| 6M | +2.3% | -13.5% | +15.8% | +2.4% |
| YTD | +11.6% | +21.1% | -9.5% | +5.2% |
| 1Y | +13.8% | +29.4% | -15.6% | +5.9% |
| All | +13.8% | +28.7% | -14.9% | +5.9% |
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