+77.4%
VTI vs FIVE
+59.0%
+18.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +0.6% | +3.7% | -3.0% | +0.2% |
| 30D | -1.1% | +4.0% | -5.1% | -1.7% |
| 3M | +3.9% | +36.2% | -32.3% | -0.4% |
| 6M | +14.6% | +18.0% | -3.4% | +11.5% |
| YTD | +13.3% | +34.9% | -21.6% | +8.2% |
| 1Y | +19.2% | +67.9% | -48.7% | +10.3% |
| 3Y | +77.4% | +57.3% | +20.1% | +50.1% |
| All | +77.4% | +59.0% | +18.4% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling