+294.5%
VTI vs FIVE
+483.6%
-189.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | -0.1% |
| 7D | -2.0% | +0.6% | -2.6% | -2.2% |
| 30D | -1.9% | +3.0% | -5.0% | -2.7% |
| 3M | +4.5% | +23.2% | -18.7% | -0.4% |
| 6M | +12.6% | +9.2% | +3.4% | +9.2% |
| YTD | +12.0% | +28.1% | -16.1% | +4.8% |
| 1Y | +17.3% | +65.3% | -47.9% | +3.4% |
| 3Y | +75.3% | +49.4% | +25.9% | +49.1% |
| 5Y | +74.0% | +29.5% | +44.5% | +47.9% |
| All | +294.5% | +483.6% | -189.1% | +147.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling