+518.8%
FIVE vs VO
+202.1%
+316.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -2.8% |
| 7D | -0.5% | +0.2% | -0.7% | -0.8% |
| 30D | +17.4% | +2.0% | +15.4% | +14.3% |
| 3M | +7.0% | -0.3% | +7.3% | +7.5% |
| 6M | +20.5% | +7.3% | +13.2% | +8.8% |
| YTD | +33.1% | +15.0% | +18.1% | +9.5% |
| 1Y | +67.1% | +14.7% | +52.4% | +38.0% |
| 3Y | +41.9% | +67.3% | -25.4% | -27.8% |
| 5Y | +21.1% | +38.8% | -17.8% | -18.8% |
| 10Y | +518.8% | +201.6% | +317.2% | +57.2% |
| All | +518.8% | +202.1% | +316.7% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling