+16.6%
FIVE vs VO
+36.2%
-19.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.7% | +3.1% | -0.4% | -1.6% |
| 30D | +12.7% | +2.2% | +10.5% | +9.5% |
| 3M | +2.1% | -2.5% | +4.6% | +5.7% |
| 6M | +17.5% | +7.0% | +10.5% | +6.3% |
| YTD | +31.0% | +14.0% | +17.0% | +8.4% |
| 1Y | +67.7% | +15.6% | +52.1% | +36.0% |
| 3Y | +43.4% | +66.2% | -22.8% | -27.3% |
| All | +16.6% | +36.2% | -19.7% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling