+569.2%
FIVE vs VO
+206.8%
+362.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.7% | +2.9% | +1.9% |
| 7D | +6.2% | -0.1% | +6.3% | +6.5% |
| 30D | +18.2% | +0.5% | +17.7% | +17.5% |
| 3M | +3.8% | -1.0% | +4.9% | +5.4% |
| 6M | +13.7% | +6.4% | +7.3% | +3.9% |
| YTD | +34.7% | +13.6% | +21.1% | +12.7% |
| 1Y | +66.6% | +14.5% | +52.2% | +38.0% |
| 3Y | +44.3% | +67.2% | -22.9% | -26.5% |
| 5Y | +18.8% | +36.1% | -17.3% | -18.1% |
| 10Y | +569.2% | +199.3% | +369.9% | +75.3% |
| All | +569.2% | +206.8% | +362.4% | +75.3% |
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