-39.3%
VG vs FIVE
+174.1%
-213.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.2% |
| 7D | +1.7% | +4.3% | -2.6% | +1.0% |
| 30D | +16.0% | +12.5% | +3.5% | +13.5% |
| 3M | +9.7% | +31.2% | -21.5% | +4.5% |
| 6M | +29.6% | +14.4% | +15.2% | +24.0% |
| YTD | +112.0% | +33.9% | +78.1% | +92.6% |
| 1Y | +12.8% | +65.1% | -52.3% | -3.7% |
| All | -39.3% | +174.1% | -213.5% | -56.6% |
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 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