-48.2%
VRT vs FIVE
+3.9%
-52.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.3% | -9.8% | -13.9% |
| 7D | -28.1% | -1.7% | -26.4% | -27.7% |
| 30D | -30.2% | +14.9% | -45.1% | -30.0% |
| 3M | -36.4% | +7.6% | -44.0% | -35.9% |
| 6M | -48.2% | +6.4% | -54.6% | -47.9% |
| All | -48.2% | +3.9% | -52.1% | -47.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling