+61.8%
FIVE vs VO
+13.5%
+48.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -0.5% |
| 7D | +2.4% | +2.9% | -0.5% | -0.6% |
| 30D | +15.8% | +1.0% | +14.8% | +14.8% |
| 3M | +3.8% | -1.7% | +5.5% | +5.7% |
| 6M | +18.5% | +6.7% | +11.8% | +9.6% |
| YTD | +31.2% | +14.0% | +17.2% | +11.4% |
| 1Y | +61.8% | +13.7% | +48.1% | +37.8% |
| All | +61.8% | +13.5% | +48.3% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling