+21.4%
VZ vs FFIV
+42.4%
-21.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.8% |
| 7D | +2.2% | -2.1% | +4.3% | +2.3% |
| 30D | +10.6% | -33.8% | +44.4% | +11.7% |
| 3M | -0.6% | -20.6% | +20.0% | -0.3% |
| 6M | +0.7% | -10.2% | +11.0% | +0.2% |
| YTD | +20.6% | +24.5% | -3.9% | +17.1% |
| 1Y | +22.7% | +29.3% | -6.6% | +18.7% |
| 3Y | +57.2% | +103.8% | -46.6% | +38.5% |
| 5Y | +21.4% | +40.9% | -19.5% | +8.6% |
| All | +21.4% | +42.4% | -21.0% | +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