+155.7%
VNQ vs FIVE
+846.9%
-691.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +0.8% | +2.7% | -1.9% | +0.3% |
| 30D | +6.8% | +12.7% | -5.9% | +4.7% |
| 3M | -1.3% | +2.1% | -3.3% | -1.9% |
| 6M | +2.4% | +17.5% | -15.1% | -1.0% |
| YTD | +12.1% | +31.0% | -18.8% | +6.0% |
| 1Y | +12.0% | +67.7% | -55.8% | +1.4% |
| 3Y | +44.8% | +43.4% | +1.4% | +28.8% |
| 5Y | +6.9% | +18.1% | -11.2% | -4.1% |
| 10Y | +82.9% | +508.8% | -425.9% | +24.7% |
| All | +155.7% | +846.9% | -691.2% | +68.6% |
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