-46.1%
VFC vs FIVE
+596.6%
-642.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.6% | -3.0% | +0.3% |
| 7D | +7.7% | +6.2% | +1.5% | +5.0% |
| 30D | +39.2% | +18.2% | +21.0% | +29.7% |
| 3M | +40.3% | +3.8% | +36.4% | +37.5% |
| 6M | +11.4% | +13.7% | -2.4% | +3.8% |
| YTD | +17.5% | +34.7% | -17.2% | +1.5% |
| 1Y | +45.9% | +66.6% | -20.8% | +15.2% |
| 3Y | +47.3% | +44.3% | +3.0% | +14.8% |
| 5Y | -67.2% | +18.8% | -86.0% | -73.5% |
| 10Y | -46.1% | +569.2% | -615.3% | -74.5% |
| All | -46.1% | +596.6% | -642.7% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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