+46.0%
VFC vs FIVE
+55.9%
-9.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +11.2% | -0.3% | +11.5% | +11.3% |
| 30D | +41.5% | +17.7% | +23.9% | +33.3% |
| 3M | +38.9% | +4.0% | +35.0% | +36.4% |
| 6M | +6.1% | +2.6% | +3.5% | +4.7% |
| YTD | +14.5% | +27.6% | -13.0% | -1.7% |
| 1Y | +46.0% | +59.9% | -14.0% | +4.1% |
| All | +46.0% | +55.9% | -9.9% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling