+1,112.0%
VST vs FIVE
+563.4%
+548.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.4% | +10.9% | +10.6% |
| 7D | -9.8% | -0.3% | -9.5% | -10.0% |
| 30D | -25.1% | +17.7% | -42.8% | -28.1% |
| 3M | -11.6% | +4.0% | -15.6% | -13.1% |
| 6M | -20.9% | +2.6% | -23.5% | -22.6% |
| YTD | -22.3% | +27.6% | -49.9% | -27.9% |
| 1Y | -32.0% | +59.9% | -92.0% | -40.2% |
| 3Y | +262.4% | +35.8% | +226.6% | +208.8% |
| 5Y | +563.4% | +14.4% | +548.9% | +467.5% |
| All | +1,112.0% | +563.4% | +548.6% | +717.2% |
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 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