+474.6%
FIVE vs VT
+224.5%
+250.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +4.3% | +0.4% | +3.8% | +3.5% |
| 30D | +12.5% | +1.0% | +11.5% | +10.9% |
| 3M | +31.2% | +2.4% | +28.9% | +26.0% |
| 6M | +14.4% | +12.0% | +2.4% | -3.9% |
| YTD | +33.9% | +15.3% | +18.6% | +7.8% |
| 1Y | +65.1% | +22.6% | +42.5% | +22.2% |
| 3Y | +49.0% | +74.7% | -25.7% | -32.0% |
| 5Y | +30.3% | +66.1% | -35.8% | -34.4% |
| All | +474.6% | +224.5% | +250.1% | +19.7% |
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