+577.8%
VTI vs FIVE
+862.5%
-284.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | -1.9% | +17.4% | -19.3% | -4.9% |
| 3M | -1.4% | +7.0% | -8.5% | -3.0% |
| 6M | +3.5% | +20.5% | -17.0% | -1.0% |
| YTD | +12.6% | +33.1% | -20.5% | +5.2% |
| 1Y | +12.7% | +67.1% | -54.3% | +0.7% |
| 3Y | +78.8% | +41.9% | +36.9% | +56.3% |
| 5Y | +67.2% | +21.1% | +46.1% | +46.6% |
| 10Y | +293.9% | +518.8% | -224.9% | +154.6% |
| All | +577.8% | +862.5% | -284.7% | +305.8% |
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