+373.4%
VST vs FIVE
+50.0%
+323.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.6% | +2.2% |
| 7D | +8.9% | +4.3% | +4.6% | +7.7% |
| 30D | +6.2% | +12.5% | -6.3% | +2.7% |
| 3M | -2.7% | +31.2% | -34.0% | -10.0% |
| 6M | -8.4% | +14.4% | -22.7% | -12.7% |
| YTD | -7.2% | +33.9% | -41.1% | -15.5% |
| 1Y | -20.9% | +65.1% | -85.9% | -32.3% |
| All | +373.4% | +50.0% | +323.4% | +238.7% |
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 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