+99.2%
FIVN vs VT
+215.5%
-116.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +0.2% | -17.9% | -17.9% |
| 7D | -22.6% | -2.3% | -20.3% | -20.4% |
| 30D | -16.8% | -5.0% | -11.8% | -11.2% |
| 3M | -0.9% | -4.9% | +4.0% | +5.9% |
| 6M | +28.4% | -1.5% | +29.9% | +30.7% |
| YTD | +40.2% | +8.5% | +31.8% | +26.2% |
| 1Y | +30.5% | +11.4% | +19.2% | +13.8% |
| 3Y | -56.2% | +70.1% | -126.3% | -76.4% |
| 5Y | -81.0% | +53.7% | -134.7% | -88.3% |
| All | +99.2% | +215.5% | -116.4% | -42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling