+938.9%
VTI vs FFIV
+4,266.4%
-3,327.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.7% |
| 3M | -3.2% | -25.7% | +22.5% | +1.8% |
| 6M | +2.3% | -13.5% | +15.8% | +4.1% |
| YTD | +11.6% | +21.1% | -9.5% | +5.7% |
| 1Y | +13.8% | +29.4% | -15.6% | +6.3% |
| 3Y | +77.4% | +94.9% | -17.5% | +51.6% |
| 5Y | +64.6% | +34.7% | +29.8% | +50.0% |
| 10Y | +290.6% | +119.0% | +171.6% | +220.1% |
| All | +938.9% | +4,266.4% | -3,327.5% | +366.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling