+167.9%
VSH vs FIVE
+475.1%
-307.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.3% |
| 7D | +6.2% | +3.7% | +2.5% | +4.8% |
| 30D | -11.1% | +4.0% | -15.1% | -12.7% |
| 3M | -44.9% | +36.2% | -81.1% | -51.2% |
| 6M | +90.0% | +18.0% | +71.9% | +75.5% |
| YTD | +118.8% | +34.9% | +83.9% | +92.1% |
| 1Y | +109.0% | +67.9% | +41.1% | +69.1% |
| 3Y | +35.6% | +57.3% | -21.7% | +3.1% |
| 5Y | +66.7% | +39.5% | +27.2% | +25.6% |
| 10Y | +167.9% | +496.4% | -328.5% | +27.3% |
| All | +167.9% | +475.1% | -307.1% | +27.3% |
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