+33.6%
FOUR vs VT
+132.0%
-98.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.7% | +6.3% | +5.1% |
| 7D | +17.6% | -0.3% | +17.9% | +18.2% |
| 30D | +19.4% | -1.4% | +20.8% | +22.2% |
| 3M | -19.4% | -1.4% | -18.0% | -17.5% |
| 6M | +1.9% | +5.5% | -3.6% | -8.0% |
| YTD | -28.8% | +12.8% | -41.7% | -43.3% |
| 1Y | -32.8% | +15.4% | -48.3% | -48.7% |
| 3Y | -7.4% | +76.9% | -84.3% | -68.2% |
| 5Y | -23.2% | +60.4% | -83.6% | -65.7% |
| All | +33.6% | +132.0% | -98.3% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling