+571.7%
VTI vs FIVE
+874.1%
-302.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.6% | -3.1% | +1.4% |
| 7D | +0.2% | +6.2% | -5.9% | -0.9% |
| 30D | -2.9% | +18.2% | -21.1% | -6.0% |
| 3M | -2.6% | +3.8% | -6.4% | -3.6% |
| 6M | +2.8% | +13.7% | -11.0% | -0.6% |
| YTD | +11.6% | +34.7% | -23.1% | +4.0% |
| 1Y | +13.6% | +66.6% | -53.0% | +1.5% |
| 3Y | +79.9% | +44.3% | +35.6% | +56.7% |
| 5Y | +64.3% | +18.8% | +45.5% | +44.6% |
| 10Y | +291.9% | +569.2% | -277.3% | +150.7% |
| All | +571.7% | +874.1% | -302.4% | +301.3% |
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