+996.4%
VST vs FIVE
+566.1%
+430.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.3% | -1.9% | -5.2% |
| 7D | -19.9% | -1.7% | -18.2% | -19.8% |
| 30D | -29.7% | +14.9% | -44.6% | -32.1% |
| 3M | -19.6% | +7.6% | -27.2% | -21.6% |
| 6M | -29.4% | +6.4% | -35.8% | -31.5% |
| YTD | -29.7% | +28.1% | -57.8% | -34.8% |
| 1Y | -40.0% | +54.7% | -94.8% | -46.8% |
| 3Y | +231.0% | +36.1% | +194.9% | +182.0% |
| 5Y | +500.1% | +14.9% | +485.2% | +413.0% |
| All | +996.4% | +566.1% | +430.3% | +638.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling