+962.7%
VST vs FIVE
+537.8%
+424.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.7% | -20.5% | -15.3% |
| 7D | -15.7% | +7.5% | -23.2% | -17.3% |
| 30D | -17.0% | +16.7% | -33.7% | -20.2% |
| 3M | -15.9% | +13.4% | -29.2% | -18.9% |
| 6M | -25.0% | +9.0% | -34.0% | -27.6% |
| YTD | -25.1% | +33.8% | -58.9% | -31.2% |
| 1Y | -34.9% | +61.2% | -96.0% | -42.8% |
| 3Y | +252.7% | +42.1% | +210.6% | +197.5% |
| 5Y | +582.3% | +21.4% | +560.9% | +476.3% |
| 10Y | +1,076.6% | +609.1% | +467.5% | +631.2% |
| All | +962.7% | +537.8% | +424.9% | +574.7% |
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 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