+51.8%
VG vs FIVE
+63.3%
-11.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +6.7% | -14.4% | -6.5% |
| 7D | -16.4% | +7.5% | -23.9% | -15.2% |
| 30D | -10.8% | +16.7% | -27.5% | -8.3% |
| 3M | -6.3% | +13.4% | -19.7% | -3.8% |
| 6M | -12.5% | +9.0% | -21.6% | -11.3% |
| YTD | +76.9% | +33.8% | +43.1% | +67.7% |
| 1Y | +51.8% | +61.2% | -9.4% | +23.6% |
| All | +51.8% | +63.3% | -11.5% | +23.6% |
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