+51.9%
FIVE vs VT
+75.0%
-23.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +4.3% | +0.4% | +3.8% | +3.6% |
| 30D | +12.5% | +1.0% | +11.5% | +11.0% |
| 3M | +31.2% | +2.4% | +28.9% | +26.2% |
| 6M | +14.4% | +12.0% | +2.4% | -4.2% |
| YTD | +33.9% | +15.3% | +18.6% | +7.0% |
| 1Y | +65.1% | +22.6% | +42.5% | +20.4% |
| All | +51.9% | +75.0% | -23.1% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling