+223.0%
VT vs FIVE
+478.4%
-255.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -1.0% |
| 7D | +0.4% | +4.3% | -3.8% | -0.4% |
| 30D | +1.0% | +12.5% | -11.5% | -1.6% |
| 3M | +2.4% | +31.2% | -28.9% | -3.4% |
| 6M | +12.0% | +14.4% | -2.4% | +7.9% |
| YTD | +15.3% | +33.9% | -18.6% | +7.5% |
| 1Y | +22.6% | +65.1% | -42.5% | +9.1% |
| 3Y | +74.7% | +49.0% | +25.7% | +50.8% |
| 5Y | +66.1% | +30.3% | +35.8% | +42.8% |
| All | +223.0% | +478.4% | -255.4% | +110.2% |
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