+1,498.4%
VGT vs FIVE
+868.1%
+630.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.8% |
| 7D | +1.0% | +4.3% | -3.3% | 0.0% |
| 30D | +1.3% | +12.5% | -11.2% | -1.6% |
| 3M | -1.1% | +31.2% | -32.4% | -7.4% |
| 6M | +32.6% | +14.4% | +18.3% | +27.2% |
| YTD | +29.0% | +33.9% | -4.9% | +19.3% |
| 1Y | +39.7% | +65.1% | -25.4% | +22.8% |
| 3Y | +120.9% | +49.0% | +72.0% | +87.0% |
| 5Y | +133.6% | +30.3% | +103.3% | +98.2% |
| 10Y | +792.6% | +481.1% | +311.5% | +466.2% |
| All | +1,498.4% | +868.1% | +630.3% | +832.5% |
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