+36.6%
FIVE vs VO
+42.6%
-6.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.4% |
| 7D | +4.3% | -0.3% | +4.5% | +4.6% |
| 30D | +12.5% | -0.3% | +12.8% | +13.0% |
| 3M | +31.2% | +2.9% | +28.3% | +25.6% |
| 6M | +14.4% | +9.3% | +5.0% | +0.5% |
| YTD | +33.9% | +14.2% | +19.7% | +10.6% |
| 1Y | +65.1% | +15.3% | +49.8% | +35.1% |
| 3Y | +49.0% | +56.2% | -7.3% | -17.9% |
| All | +36.6% | +42.6% | -6.0% | -11.9% |
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