+960.3%
VTI vs FFIV
+5,415.1%
-4,454.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | 0.0% | -5.1% | +5.1% | +0.9% |
| 3M | +2.0% | -4.5% | +6.4% | +2.7% |
| 6M | +13.0% | +36.5% | -23.5% | +5.6% |
| YTD | +13.9% | +53.0% | -39.0% | +3.9% |
| 1Y | +20.0% | +24.2% | -4.2% | +13.6% |
| 3Y | +75.8% | +137.2% | -61.4% | +45.6% |
| 5Y | +73.8% | +91.8% | -17.9% | +49.0% |
| 10Y | +297.5% | +215.2% | +82.3% | +206.4% |
| All | +960.3% | +5,415.1% | -4,454.8% | +358.5% |
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