+80.2%
VSH vs FIVE
+12.1%
+68.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.1% | -0.7% | +3.1% |
| 7D | +4.1% | +4.3% | -0.2% | +3.0% |
| 30D | -4.2% | +12.5% | -16.7% | -7.4% |
| 3M | -50.0% | +31.2% | -81.2% | -53.2% |
| 6M | +80.2% | +14.4% | +65.8% | +70.0% |
| All | +80.2% | +12.1% | +68.1% | +70.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling