+12.4%
XFIV vs VT
+89.2%
-76.8%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.6% |
| 7D | +0.6% | -4.2% | +4.8% | +0.8% |
| 30D | +2.3% | -5.8% | +8.1% | +2.6% |
| 3M | -0.4% | -5.2% | +4.8% | -0.2% |
| 6M | -0.5% | +0.1% | -0.6% | -0.5% |
| YTD | -0.7% | +8.2% | -9.0% | -1.1% |
| 1Y | 0.0% | +10.1% | -10.1% | -0.4% |
| 3Y | +12.6% | +69.7% | -57.0% | +8.5% |
| All | +12.4% | +89.2% | -76.8% | +6.7% |
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