+36.3%
FIVE vs VT
+69.4%
-33.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | +1.4% |
| 7D | -1.7% | -4.2% | +2.4% | +4.3% |
| 30D | +14.9% | -5.8% | +20.7% | +24.8% |
| 3M | +7.6% | -5.2% | +12.9% | +15.8% |
| 6M | +6.4% | +0.1% | +6.3% | +4.5% |
| YTD | +28.1% | +8.2% | +19.9% | +11.1% |
| 1Y | +54.7% | +10.1% | +44.6% | +30.4% |
| All | +36.3% | +69.4% | -33.0% | -38.8% |
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