-29.4%
FOUR vs VT
+53.2%
-82.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.5% | +2.5% |
| 7D | +9.0% | -4.2% | +13.2% | +17.2% |
| 30D | +11.1% | -5.8% | +16.9% | +22.9% |
| 3M | -19.8% | -5.2% | -14.6% | -12.2% |
| 6M | +4.4% | +0.1% | +4.3% | +3.2% |
| YTD | -32.0% | +8.2% | -40.3% | -42.0% |
| 1Y | -36.3% | +10.1% | -46.4% | -47.3% |
| 3Y | -11.6% | +69.7% | -81.3% | -68.4% |
| 5Y | -29.4% | +53.4% | -82.8% | -65.8% |
| All | -29.4% | +53.2% | -82.6% | -65.8% |
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