+247.5%
VZ vs FFIV
+5,982.7%
-5,735.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.3% | +0.3% |
| 7D | +5.6% | -14.2% | +19.9% | +6.9% |
| 30D | +1.9% | -33.6% | +35.5% | +4.9% |
| 3M | +0.8% | -24.2% | +25.0% | +2.6% |
| 6M | +0.6% | -8.3% | +8.9% | +0.7% |
| YTD | +20.8% | +22.1% | -1.4% | +17.7% |
| 1Y | +23.9% | +26.5% | -2.5% | +20.4% |
| 3Y | +55.7% | +102.3% | -46.6% | +44.2% |
| 5Y | +21.5% | +40.6% | -19.1% | +15.4% |
| 10Y | +68.5% | +129.7% | -61.2% | +51.4% |
| All | +247.5% | +5,982.7% | -5,735.2% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling