+14.9%
FIVE vs VT
+53.2%
-38.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | +1.5% |
| 7D | -1.7% | -4.2% | +2.4% | +4.5% |
| 30D | +14.9% | -5.8% | +20.7% | +25.0% |
| 3M | +7.6% | -5.2% | +12.9% | +16.0% |
| 6M | +6.4% | +0.1% | +6.3% | +4.9% |
| YTD | +28.1% | +8.2% | +19.9% | +12.2% |
| 1Y | +54.7% | +10.1% | +44.6% | +32.0% |
| 3Y | +36.1% | +69.7% | -33.6% | -36.0% |
| 5Y | +14.9% | +53.4% | -38.5% | -31.0% |
| All | +14.9% | +53.2% | -38.3% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling