+851.0%
FIVE vs VT
+372.8%
+478.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.7% | +5.0% | +4.5% |
| 7D | +7.5% | -0.3% | +7.8% | +8.0% |
| 30D | +16.7% | -1.4% | +18.1% | +18.9% |
| 3M | +13.4% | -1.4% | +14.8% | +15.3% |
| 6M | +9.0% | +5.5% | +3.6% | +0.8% |
| YTD | +33.8% | +12.8% | +21.0% | +13.0% |
| 1Y | +61.2% | +15.4% | +45.7% | +32.1% |
| 3Y | +42.1% | +76.9% | -34.7% | -31.0% |
| 5Y | +21.4% | +60.4% | -39.0% | -31.6% |
| 10Y | +609.1% | +232.8% | +376.3% | +85.2% |
| All | +851.0% | +372.8% | +478.2% | +73.8% |
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 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