-42.5%
FOUR vs VT
+12.2%
-54.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.1% |
| 7D | -3.0% | +2.9% | -5.9% | -5.6% |
| 30D | +6.9% | -2.5% | +9.4% | +9.6% |
| 3M | -5.5% | -3.3% | -2.1% | -2.3% |
| 6M | +1.8% | +1.5% | +0.3% | +0.4% |
| YTD | -34.1% | +11.4% | -45.4% | -42.0% |
| All | -42.5% | +12.2% | -54.8% | -51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling