+152.4%
VNQ vs FIVE
+868.1%
-715.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.5% |
| 7D | -1.3% | +4.3% | -5.5% | -2.0% |
| 30D | -2.9% | +12.5% | -15.4% | -4.9% |
| 3M | +0.8% | +31.2% | -30.4% | -3.9% |
| 6M | +2.5% | +14.4% | -11.9% | -0.7% |
| YTD | +10.6% | +33.9% | -23.3% | +4.3% |
| 1Y | +9.1% | +65.1% | -56.0% | -1.1% |
| 3Y | +31.0% | +49.0% | -17.9% | +15.9% |
| 5Y | +4.9% | +30.3% | -25.4% | -7.5% |
| 10Y | +59.5% | +481.1% | -421.7% | +9.0% |
| All | +152.4% | +868.1% | -715.8% | +66.0% |
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