+1,855.0%
VRT vs FIVE
+163.1%
+1,691.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -17.7% | +7.3% | -25.0% | -19.8% |
| 30D | -20.0% | +18.1% | -38.1% | -24.7% |
| 3M | -28.1% | +7.7% | -35.8% | -30.4% |
| 6M | -42.8% | +13.6% | -56.5% | -46.5% |
| YTD | +20.0% | +34.6% | -14.6% | +5.5% |
| 1Y | +3.5% | +66.2% | -62.7% | -15.8% |
| 3Y | +366.1% | +43.5% | +322.6% | +265.7% |
| 5Y | +632.2% | +20.7% | +611.5% | +486.2% |
| All | +1,855.0% | +163.1% | +1,691.8% | +1,030.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling