+31.0%
VNQ vs FIVE
+52.3%
-21.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.8% |
| 7D | -0.9% | +1.7% | -2.5% | -1.0% |
| 30D | -2.2% | +5.0% | -7.2% | -2.7% |
| 3M | -1.9% | +29.5% | -31.4% | -4.3% |
| 6M | +3.2% | +12.4% | -9.2% | +1.7% |
| YTD | +9.4% | +31.2% | -21.8% | +6.2% |
| 1Y | +7.5% | +72.9% | -65.3% | +1.5% |
| All | +31.0% | +52.3% | -21.2% | +18.8% |
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