+1,358.4%
VGT vs FIVE
+873.2%
+485.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -4.1% | +7.3% | -11.5% | -5.6% |
| 30D | -13.6% | +18.1% | -31.7% | -16.8% |
| 3M | -8.0% | +7.7% | -15.7% | -9.9% |
| 6M | -1.5% | +13.6% | -15.1% | -5.3% |
| YTD | +17.7% | +34.6% | -16.9% | +8.5% |
| 1Y | +13.8% | +66.2% | -52.4% | -0.1% |
| 3Y | +101.6% | +43.5% | +58.1% | +72.0% |
| 5Y | +106.7% | +20.7% | +86.0% | +78.1% |
| 10Y | +717.0% | +541.5% | +175.5% | +411.4% |
| All | +1,358.4% | +873.2% | +485.3% | +748.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling