+134.7%
VGT vs FIVE
+38.7%
+96.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +1.8% | +3.7% | -1.8% | +0.9% |
| 30D | -0.3% | +4.0% | -4.3% | -1.5% |
| 3M | +3.4% | +36.2% | -32.9% | -4.7% |
| 6M | +35.0% | +18.0% | +17.0% | +27.9% |
| YTD | +28.8% | +34.9% | -6.1% | +17.8% |
| 1Y | +38.0% | +67.9% | -29.9% | +18.8% |
| 3Y | +125.8% | +57.3% | +68.5% | +85.6% |
| 5Y | +134.7% | +39.5% | +95.2% | +94.4% |
| All | +134.7% | +38.7% | +96.1% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling