+742.6%
VGT vs FIVE
+505.3%
+237.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.2% |
| 7D | +5.6% | +2.4% | +3.2% | +5.0% |
| 30D | -10.6% | +15.8% | -26.4% | -13.9% |
| 3M | -6.9% | +3.8% | -10.7% | -8.3% |
| 6M | +0.9% | +18.5% | -17.6% | -4.5% |
| YTD | +20.4% | +31.2% | -10.8% | +10.3% |
| 1Y | +17.4% | +61.8% | -44.4% | +1.6% |
| 3Y | +106.3% | +39.9% | +66.4% | +73.3% |
| 5Y | +107.9% | +18.3% | +89.6% | +76.4% |
| All | +742.6% | +505.3% | +237.3% | +421.0% |
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