+1,250.4%
VUG vs FFIV
+2,142.1%
-891.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.1% | -1.0% | +0.9% | +0.1% |
| 30D | -0.3% | -5.1% | +4.8% | +0.9% |
| 3M | -0.7% | -4.5% | +3.8% | +0.2% |
| 6M | +14.6% | +36.5% | -21.8% | +5.2% |
| YTD | +9.0% | +53.0% | -43.9% | -3.1% |
| 1Y | +14.9% | +24.2% | -9.3% | +7.1% |
| 3Y | +86.0% | +137.2% | -51.2% | +46.4% |
| 5Y | +76.7% | +91.8% | -15.1% | +45.8% |
| 10Y | +411.3% | +215.2% | +196.1% | +270.0% |
| All | +1,250.4% | +2,142.1% | -891.7% | +503.3% |
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