+33.5%
FOUR vs VT
+128.3%
-94.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.3% | +8.1% | +8.3% |
| 7D | +1.9% | +2.4% | -0.5% | -2.2% |
| 30D | +17.9% | -1.5% | +19.4% | +20.7% |
| 3M | -6.7% | -4.1% | -2.6% | +0.1% |
| 6M | +9.6% | +0.6% | +9.0% | +7.9% |
| YTD | -28.9% | +11.0% | -39.9% | -41.9% |
| 1Y | -38.0% | +13.3% | -51.4% | -51.2% |
| 3Y | -23.9% | +73.4% | -97.3% | -72.9% |
| 5Y | -34.5% | +57.4% | -92.0% | -69.7% |
| All | +33.5% | +128.3% | -94.8% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling