-51.4%
VG vs FIVE
+162.2%
-213.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -3.4% |
| 7D | -22.0% | -1.7% | -20.3% | -21.8% |
| 30D | -14.7% | +14.9% | -29.7% | -16.6% |
| 3M | -7.1% | +7.6% | -14.7% | -8.6% |
| 6M | -11.2% | +6.4% | -17.6% | -13.0% |
| YTD | +69.8% | +28.1% | +41.7% | +55.1% |
| 1Y | +49.9% | +54.7% | -4.9% | +28.8% |
| All | -51.4% | +162.2% | -213.6% | -65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling