+13.8%
VRT vs FIVE
+63.3%
-49.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +6.7% | -19.6% | -14.3% |
| 7D | -15.4% | +7.5% | -22.9% | -16.9% |
| 30D | -19.0% | +16.7% | -35.7% | -22.2% |
| 3M | -23.8% | +13.4% | -37.2% | -26.7% |
| 6M | -37.9% | +9.0% | -46.9% | -39.2% |
| YTD | +27.0% | +33.8% | -6.8% | +10.5% |
| 1Y | +13.8% | +61.2% | -47.4% | -8.9% |
| All | +13.8% | +63.3% | -49.5% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling