+905.2%
VRT vs FIVE
+31.2%
+874.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.1% | -0.7% | +2.3% |
| 7D | +9.1% | +4.3% | +4.9% | +7.3% |
| 30D | +0.9% | +12.5% | -11.6% | -4.3% |
| 3M | -13.4% | +31.2% | -44.6% | -23.3% |
| 6M | +11.7% | +14.4% | -2.7% | +3.5% |
| YTD | +73.2% | +33.9% | +39.3% | +50.5% |
| 1Y | +123.4% | +65.1% | +58.4% | +76.9% |
| 3Y | +606.2% | +49.0% | +557.2% | +430.9% |
| All | +905.2% | +31.2% | +874.0% | +637.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling