+1,202.4%
VUG vs FFIV
+1,737.6%
-535.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | -1.1% | -2.9% | +1.9% | -0.3% |
| 30D | -7.0% | -32.4% | +25.4% | +1.9% |
| 3M | -3.7% | -22.7% | +19.0% | +1.7% |
| 6M | -1.6% | -10.7% | +9.1% | -0.1% |
| YTD | +5.1% | +25.4% | -20.2% | -2.7% |
| 1Y | +3.8% | +34.2% | -30.4% | -5.7% |
| 3Y | +79.9% | +101.2% | -21.3% | +46.2% |
| 5Y | +66.4% | +42.0% | +24.4% | +46.5% |
| 10Y | +405.3% | +126.7% | +278.6% | +291.6% |
| All | +1,202.4% | +1,737.6% | -535.1% | +506.0% |
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 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