+379.7%
VRT vs FIVE
+40.0%
+339.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | +10.5% | +2.7% | +7.9% | +9.7% |
| 30D | -9.3% | +12.7% | -22.0% | -12.5% |
| 3M | -29.6% | +2.1% | -31.6% | -30.3% |
| 6M | -45.4% | +17.5% | -62.8% | -48.7% |
| YTD | +24.8% | +31.0% | -6.1% | +13.3% |
| 1Y | +23.6% | +67.7% | -44.1% | +4.0% |
| 3Y | +379.7% | +43.4% | +336.3% | +221.1% |
| All | +379.7% | +40.0% | +339.7% | +221.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling