+791.3%
FIVE vs VT
+364.8%
+426.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +2.1% | -1.6% | +3.7% | +4.3% |
| 30D | +6.8% | -2.5% | +9.3% | +10.2% |
| 3M | +9.0% | -1.3% | +10.3% | +10.7% |
| 6M | +2.5% | +3.1% | -0.6% | -2.5% |
| YTD | +25.4% | +10.9% | +14.5% | +8.2% |
| 1Y | +49.1% | +12.1% | +37.0% | +26.9% |
| 3Y | +33.2% | +73.9% | -40.7% | -34.0% |
| 5Y | +15.7% | +58.0% | -42.2% | -33.5% |
| 10Y | +569.1% | +225.5% | +343.6% | +79.3% |
| All | +791.3% | +364.8% | +426.4% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling