-0.1%
VUG vs FFIV
+26.0%
-26.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -3.4% | -8.1% | +4.7% | -2.0% |
| 30D | -11.1% | -33.4% | +22.3% | -5.6% |
| 3M | -7.2% | -24.7% | +17.5% | -4.0% |
| 6M | -4.1% | -8.8% | +4.7% | -4.4% |
| YTD | +1.4% | +21.8% | -20.4% | -4.6% |
| All | -0.1% | +26.0% | -26.1% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling