+21.8%
VZ vs FFIV
+33.1%
-11.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.7% |
| 7D | +0.9% | -2.9% | +3.9% | +0.6% |
| 30D | +8.9% | -32.4% | +41.3% | +4.1% |
| 3M | +0.1% | -22.7% | +22.8% | -2.1% |
| 6M | +1.9% | -10.7% | +12.6% | +1.9% |
| YTD | +22.0% | +25.4% | -3.3% | +28.3% |
| All | +21.8% | +33.1% | -11.3% | +28.2% |
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