+43.4%
FIVE vs VOO
+78.5%
-35.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.3% |
| 7D | +2.7% | +2.6% | +0.1% | -0.7% |
| 30D | +12.7% | -2.0% | +14.7% | +15.7% |
| 3M | +2.1% | -2.8% | +4.8% | +5.7% |
| 6M | +17.5% | +2.2% | +15.3% | +12.9% |
| YTD | +31.0% | +11.5% | +19.4% | +11.0% |
| 1Y | +67.7% | +13.5% | +54.2% | +38.5% |
| 3Y | +43.4% | +78.1% | -34.7% | -34.3% |
| All | +43.4% | +78.5% | -35.1% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 3y: compounded portfolio wealth divided by compounded VOO 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…
3y analysis · Full analysis span regression · 6 months rolling