+219.2%
VT vs FIVE
+562.8%
-343.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.1% | +7.3% | -7.5% | -1.5% |
| 30D | -3.1% | +18.1% | -21.1% | -6.2% |
| 3M | -3.5% | +7.7% | -11.2% | -5.2% |
| 6M | +0.5% | +13.6% | -13.2% | -3.0% |
| YTD | +10.8% | +34.6% | -23.8% | +3.0% |
| 1Y | +11.9% | +66.2% | -54.4% | -0.4% |
| 3Y | +73.0% | +43.5% | +29.5% | +50.6% |
| 5Y | +58.6% | +20.7% | +38.0% | +38.9% |
| 10Y | +219.2% | +541.5% | -322.3% | +106.8% |
| All | +219.2% | +562.8% | -343.6% | +106.8% |
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