+18.4%
VTI vs FIVE
+64.7%
-46.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.2% |
| 7D | -0.4% | +1.7% | -2.0% | -0.6% |
| 30D | -1.6% | +5.0% | -6.6% | -2.3% |
| 3M | +3.6% | +29.5% | -25.9% | -0.1% |
| 6M | +13.0% | +12.4% | +0.6% | +10.7% |
| YTD | +12.7% | +31.2% | -18.5% | +6.8% |
| 1Y | +18.4% | +72.9% | -54.5% | +6.5% |
| All | +18.4% | +64.7% | -46.4% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling