+740.0%
VTV vs FFIV
+1,675.1%
-935.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.8% |
| 7D | +2.9% | -0.5% | +3.5% | +3.0% |
| 30D | +3.8% | -32.4% | +36.2% | +11.9% |
| 3M | +1.6% | -25.7% | +27.2% | +7.0% |
| 6M | +11.2% | -13.5% | +24.7% | +13.0% |
| YTD | +22.0% | +21.1% | +0.9% | +14.5% |
| 1Y | +24.9% | +29.4% | -4.5% | +15.5% |
| 3Y | +78.5% | +94.9% | -16.4% | +48.8% |
| 5Y | +77.8% | +34.7% | +43.0% | +58.4% |
| 10Y | +231.1% | +119.0% | +112.0% | +159.7% |
| All | +740.0% | +1,675.1% | -935.1% | +309.7% |
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