+63.4%
VSH vs FIVE
+63.3%
+0.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.7% | -11.8% | -6.7% |
| 7D | -13.6% | +7.5% | -21.1% | -15.3% |
| 30D | -30.4% | +16.7% | -47.1% | -33.3% |
| 3M | -33.3% | +13.4% | -46.6% | -36.2% |
| 6M | -15.1% | +9.0% | -24.1% | -18.0% |
| YTD | +80.2% | +33.8% | +46.4% | +49.9% |
| 1Y | +63.4% | +61.2% | +2.2% | +13.6% |
| All | +63.4% | +63.3% | +0.1% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling