-34.9%
FOUR vs VT
+58.0%
-92.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.0% |
| 7D | +5.4% | -0.1% | +5.5% | +5.7% |
| 30D | +9.3% | -3.1% | +12.4% | +15.2% |
| 3M | +1.3% | -3.5% | +4.8% | +7.7% |
| 6M | +2.7% | +0.5% | +2.2% | +1.3% |
| YTD | -30.6% | +10.8% | -41.3% | -43.2% |
| 1Y | -38.3% | +11.9% | -50.2% | -50.5% |
| 3Y | -23.7% | +73.0% | -96.7% | -73.9% |
| All | -34.9% | +58.0% | -92.8% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling