+83.1%
VSH vs FIVE
+63.1%
+20.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +5.6% | +7.8% | +11.7% |
| 7D | +3.5% | +6.2% | -2.7% | +2.0% |
| 30D | -22.4% | +18.2% | -40.6% | -25.7% |
| 3M | -25.2% | +3.8% | -29.0% | -26.0% |
| 6M | -22.5% | +13.7% | -36.3% | -26.3% |
| YTD | +84.2% | +34.7% | +49.5% | +54.9% |
| All | +83.1% | +63.1% | +20.0% | +28.0% |
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