+12.2%
XFIV vs VT
+89.6%
-77.4%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +0.1% | -2.3% | +2.4% | +0.2% |
| 30D | +2.0% | -5.0% | +7.0% | +2.3% |
| 3M | -0.4% | -4.9% | +4.5% | -0.1% |
| 6M | -1.0% | -1.5% | +0.5% | -1.0% |
| YTD | -0.9% | +8.5% | -9.4% | -1.3% |
| 1Y | -0.5% | +11.4% | -11.9% | -1.0% |
| 3Y | +13.0% | +70.1% | -57.1% | +8.8% |
| All | +12.2% | +89.6% | -77.4% | +6.5% |
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