-47.5%
VFC vs FIVE
+562.8%
-610.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +3.5% | +7.3% | -3.8% | +0.4% |
| 30D | +38.3% | +18.1% | +20.2% | +28.9% |
| 3M | +40.2% | +7.7% | +32.5% | +35.3% |
| 6M | +10.6% | +13.6% | -3.0% | +3.1% |
| YTD | +16.7% | +34.6% | -17.8% | +0.8% |
| 1Y | +45.0% | +66.2% | -21.3% | +14.6% |
| 3Y | +48.8% | +43.5% | +5.3% | +16.2% |
| 5Y | -67.6% | +20.7% | -88.2% | -73.9% |
| 10Y | -47.5% | +541.5% | -589.0% | -74.9% |
| All | -47.5% | +562.8% | -610.3% | -74.9% |
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