+30.4%
FOUR vs VOO
+159.7%
-129.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.3% |
| 7D | +5.4% | -0.6% | +6.0% | +6.5% |
| 30D | +9.3% | -3.6% | +13.0% | +15.9% |
| 3M | +1.3% | -2.7% | +4.0% | +5.9% |
| 6M | +2.7% | +2.2% | +0.5% | -1.2% |
| YTD | -30.6% | +10.9% | -41.5% | -41.5% |
| 1Y | -38.3% | +11.3% | -49.7% | -48.4% |
| 3Y | -23.7% | +76.9% | -100.6% | -71.2% |
| 5Y | -35.9% | +73.5% | -109.4% | -73.3% |
| All | +30.4% | +159.7% | -129.3% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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