+1,934.0%
VRT vs FIVE
+156.1%
+1,777.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +10.5% | +2.7% | +7.9% | +9.6% |
| 30D | -9.3% | +12.7% | -22.0% | -13.2% |
| 3M | -29.6% | +2.1% | -31.6% | -30.6% |
| 6M | -45.4% | +17.5% | -62.8% | -49.4% |
| YTD | +24.8% | +31.0% | -6.1% | +10.8% |
| 1Y | +23.6% | +67.7% | -44.1% | +0.1% |
| 3Y | +379.7% | +43.4% | +336.3% | +276.0% |
| 5Y | +660.3% | +18.1% | +642.3% | +513.5% |
| All | +1,934.0% | +156.1% | +1,777.9% | +1,087.6% |
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 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