+21.5%
VZ vs FFIV
+39.3%
-17.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.3% | 0.0% |
| 7D | +5.6% | -14.2% | +19.9% | +6.0% |
| 30D | +1.9% | -33.6% | +35.5% | +2.9% |
| 3M | +0.8% | -24.2% | +25.0% | +1.2% |
| 6M | +0.6% | -8.3% | +8.9% | -0.1% |
| YTD | +20.8% | +22.1% | -1.4% | +17.3% |
| 1Y | +23.9% | +26.5% | -2.5% | +19.9% |
| 3Y | +55.7% | +102.3% | -46.6% | +37.0% |
| 5Y | +21.5% | +40.6% | -19.1% | +8.6% |
| All | +21.5% | +39.3% | -17.8% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling