+551.0%
FIVE vs VT
+215.5%
+335.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.7% |
| 7D | -0.3% | -2.3% | +2.0% | +3.2% |
| 30D | +17.7% | -5.0% | +22.6% | +26.4% |
| 3M | +4.0% | -4.9% | +8.8% | +11.5% |
| 6M | +2.6% | -1.5% | +4.2% | +3.8% |
| YTD | +27.6% | +8.5% | +19.1% | +11.9% |
| 1Y | +59.9% | +11.4% | +48.6% | +35.0% |
| 3Y | +35.8% | +70.1% | -34.3% | -35.7% |
| 5Y | +14.4% | +53.7% | -39.3% | -35.7% |
| All | +551.0% | +215.5% | +335.5% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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