+65.5%
VZ vs FFIV
+132.4%
-66.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.6% |
| 7D | +2.2% | -2.1% | +4.3% | +2.4% |
| 30D | +10.6% | -33.8% | +44.4% | +14.1% |
| 3M | -0.6% | -20.6% | +20.0% | +0.7% |
| 6M | +0.7% | -10.2% | +11.0% | +0.6% |
| YTD | +20.6% | +24.5% | -3.9% | +15.7% |
| 1Y | +22.7% | +29.3% | -6.6% | +17.2% |
| 3Y | +57.2% | +103.8% | -46.6% | +37.7% |
| 5Y | +21.4% | +40.9% | -19.5% | +10.7% |
| 10Y | +65.5% | +126.6% | -61.1% | +32.8% |
| All | +65.5% | +132.4% | -66.9% | +32.8% |
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