+812.9%
VGT vs FIVE
+486.0%
+326.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.6% |
| 7D | +1.5% | +1.7% | -0.2% | +1.0% |
| 30D | +0.5% | +5.0% | -4.5% | -1.0% |
| 3M | +5.3% | +29.5% | -24.2% | -2.0% |
| 6M | +32.4% | +12.4% | +20.0% | +26.8% |
| YTD | +28.6% | +31.2% | -2.6% | +18.1% |
| 1Y | +37.6% | +72.9% | -35.2% | +17.2% |
| 3Y | +125.5% | +53.0% | +72.5% | +84.8% |
| 5Y | +135.2% | +34.2% | +101.0% | +93.3% |
| 10Y | +812.9% | +497.6% | +315.3% | +462.0% |
| All | +812.9% | +486.0% | +326.9% | +462.0% |
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