+363.5%
VT vs FIVE
+806.7%
-443.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -1.6% | +2.1% | -3.7% | -2.0% |
| 30D | -2.5% | +6.8% | -9.3% | -3.7% |
| 3M | -1.3% | +9.0% | -10.3% | -3.1% |
| 6M | +3.1% | +2.5% | +0.6% | +1.8% |
| YTD | +10.9% | +25.4% | -14.5% | +5.3% |
| 1Y | +12.1% | +49.1% | -37.0% | +3.0% |
| 3Y | +73.9% | +33.2% | +40.7% | +55.3% |
| 5Y | +58.0% | +15.7% | +42.2% | +40.8% |
| 10Y | +225.5% | +569.1% | -343.6% | +113.6% |
| All | +363.5% | +806.7% | -443.2% | +186.5% |
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