+80.6%
VTV vs FFIV
+100.0%
-19.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -1.2% |
| 7D | -0.7% | +3.5% | -4.1% | -1.5% |
| 30D | -0.5% | -1.3% | +0.8% | -0.3% |
| 3M | +5.3% | +2.4% | +2.9% | +4.2% |
| 6M | +12.9% | +41.8% | -28.9% | +2.4% |
| YTD | +18.5% | +58.5% | -40.0% | +3.8% |
| 1Y | +25.3% | +24.3% | +0.9% | +16.9% |
| 3Y | +68.2% | +152.0% | -83.8% | +25.4% |
| 5Y | +80.6% | +99.1% | -18.5% | +39.0% |
| All | +80.6% | +100.0% | -19.4% | +39.0% |
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