+7.4%
VSH vs FIVE
+34.8%
-27.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.9% |
| 7D | -12.9% | -0.3% | -12.7% | -12.8% |
| 30D | -36.9% | +17.7% | -54.5% | -40.5% |
| 3M | -28.8% | +4.0% | -32.7% | -30.3% |
| 6M | -30.3% | +2.6% | -32.9% | -32.1% |
| YTD | +62.4% | +27.6% | +34.8% | +44.8% |
| 1Y | +62.5% | +59.9% | +2.6% | +33.0% |
| 3Y | +7.4% | +35.8% | -28.4% | -29.8% |
| All | +7.4% | +34.8% | -27.5% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling