+123.4%
VRT vs FIVE
+66.7%
+56.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.1% | -0.7% | +2.8% |
| 7D | +9.1% | +4.3% | +4.9% | +7.7% |
| 30D | +0.9% | +12.5% | -11.6% | -3.5% |
| 3M | -13.4% | +31.2% | -44.6% | -22.1% |
| 6M | +11.7% | +14.4% | -2.7% | +5.1% |
| YTD | +73.2% | +33.9% | +39.3% | +50.5% |
| 1Y | +123.4% | +65.1% | +58.4% | +74.6% |
| All | +123.4% | +66.7% | +56.7% | +74.6% |
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 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