+37.0%
FOUR vs VOO
+166.0%
-129.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.3% | +4.6% |
| 7D | +4.5% | +0.1% | +4.4% | +4.4% |
| 30D | -13.9% | +0.1% | -14.0% | -14.0% |
| 3M | +16.9% | +2.0% | +14.9% | +13.1% |
| 6M | -3.2% | +13.0% | -16.2% | -21.0% |
| YTD | -27.0% | +13.6% | -40.6% | -40.8% |
| 1Y | -47.5% | +20.1% | -67.6% | -61.2% |
| 3Y | -20.5% | +77.6% | -98.1% | -69.9% |
| 5Y | -46.2% | +82.4% | -128.7% | -79.4% |
| All | +37.0% | +166.0% | -129.0% | -67.4% |
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