+138.2%
VSH vs FIVE
+535.9%
-397.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +9.9% | +9.2% |
| 7D | +12.8% | -0.5% | +13.3% | +13.4% |
| 30D | -9.0% | +17.4% | -26.4% | -14.3% |
| 3M | -12.2% | +7.0% | -19.2% | -15.1% |
| 6M | -15.9% | +20.5% | -36.4% | -22.8% |
| YTD | +103.2% | +33.1% | +70.1% | +78.5% |
| 1Y | +108.4% | +67.1% | +41.4% | +68.0% |
| 3Y | +41.6% | +41.9% | -0.4% | +11.6% |
| 5Y | +54.6% | +21.1% | +33.5% | +23.1% |
| 10Y | +138.2% | +518.8% | -380.6% | +10.4% |
| All | +138.2% | +535.9% | -397.7% | +10.4% |
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