+126.2%
VGT vs FIVE
+57.9%
+68.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.6% |
| 7D | +1.0% | +4.3% | -3.3% | +0.2% |
| 30D | +1.3% | +12.5% | -11.2% | -1.0% |
| 3M | -1.1% | +31.2% | -32.4% | -6.2% |
| 6M | +32.6% | +14.4% | +18.3% | +28.4% |
| YTD | +29.0% | +33.9% | -4.9% | +21.2% |
| 1Y | +39.7% | +65.1% | -25.4% | +26.1% |
| All | +126.2% | +57.9% | +68.3% | +79.7% |
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