+357.6%
VSH vs FIVE
+868.1%
-510.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.1% | -0.7% | +2.8% |
| 7D | +4.1% | +4.3% | -0.2% | +2.7% |
| 30D | -4.2% | +12.5% | -16.7% | -8.0% |
| 3M | -50.0% | +31.2% | -81.2% | -54.4% |
| 6M | +80.2% | +14.4% | +65.8% | +70.2% |
| YTD | +121.1% | +33.9% | +87.2% | +98.3% |
| 1Y | +112.0% | +65.1% | +46.9% | +77.9% |
| 3Y | +22.5% | +49.0% | -26.4% | -1.2% |
| 5Y | +64.0% | +30.3% | +33.7% | +32.2% |
| 10Y | +170.4% | +481.1% | -310.7% | +46.3% |
| All | +357.6% | +868.1% | -510.5% | +148.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling