+37.9%
VSH vs FIVE
+40.2%
-2.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.1% |
| 7D | +26.2% | +2.4% | +23.8% | +25.3% |
| 30D | -12.5% | +15.8% | -28.3% | -16.9% |
| 3M | -16.9% | +3.8% | -20.7% | -18.6% |
| 6M | -17.0% | +18.5% | -35.5% | -23.1% |
| YTD | +93.8% | +31.2% | +62.6% | +71.4% |
| 1Y | +99.3% | +61.8% | +37.5% | +62.9% |
| All | +37.9% | +40.2% | -2.3% | -8.8% |
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