+73.5%
VZ vs FFIV
+126.3%
-52.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.6% |
| 7D | +0.9% | -2.9% | +3.9% | +1.2% |
| 30D | +8.9% | -32.4% | +41.3% | +12.2% |
| 3M | +0.1% | -22.7% | +22.8% | +1.7% |
| 6M | +1.9% | -10.7% | +12.6% | +1.8% |
| YTD | +22.0% | +25.4% | -3.3% | +17.0% |
| 1Y | +22.1% | +34.2% | -12.1% | +16.1% |
| 3Y | +58.7% | +101.2% | -42.5% | +39.3% |
| 5Y | +22.3% | +42.0% | -19.6% | +11.5% |
| All | +73.5% | +126.3% | -52.7% | +40.0% |
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 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