+213.0%
VT vs FIVE
+566.1%
-353.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -3.2% |
| 7D | -4.2% | -1.7% | -2.4% | -3.9% |
| 30D | -5.8% | +14.9% | -20.7% | -8.4% |
| 3M | -5.2% | +7.6% | -12.9% | -7.0% |
| 6M | +0.1% | +6.4% | -6.3% | -2.0% |
| YTD | +8.2% | +28.1% | -19.9% | +1.6% |
| 1Y | +10.1% | +54.7% | -44.6% | -0.6% |
| 3Y | +69.7% | +36.1% | +33.6% | +49.4% |
| 5Y | +53.4% | +14.9% | +38.5% | +35.7% |
| All | +213.0% | +566.1% | -353.1% | +105.4% |
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