+396.3%
VUG vs FFIV
+132.4%
+263.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +1.9% |
| 7D | +0.5% | -2.1% | +2.6% | +1.4% |
| 30D | -8.2% | -33.8% | +25.6% | +6.8% |
| 3M | -5.4% | -20.6% | +15.2% | +1.4% |
| 6M | -2.5% | -10.2% | +7.7% | -1.3% |
| YTD | +4.2% | +24.5% | -20.3% | -9.5% |
| 1Y | +5.0% | +29.3% | -24.3% | -10.5% |
| 3Y | +81.7% | +103.8% | -22.1% | +22.3% |
| 5Y | +62.5% | +40.9% | +21.6% | +26.0% |
| 10Y | +396.3% | +126.6% | +269.7% | +198.1% |
| All | +396.3% | +132.4% | +263.9% | +198.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling