+232.9%
VTV vs FIVE
+486.0%
-253.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.2% |
| 7D | -0.7% | +1.7% | -2.3% | -1.0% |
| 30D | -0.5% | +5.0% | -5.5% | -1.5% |
| 3M | +5.3% | +29.5% | -24.2% | +0.3% |
| 6M | +12.9% | +12.4% | +0.4% | +9.5% |
| YTD | +18.5% | +31.2% | -12.7% | +11.6% |
| 1Y | +25.3% | +72.9% | -47.6% | +11.9% |
| 3Y | +68.2% | +53.0% | +15.2% | +46.5% |
| 5Y | +80.6% | +34.2% | +46.5% | +56.2% |
| 10Y | +232.9% | +497.6% | -264.7% | +114.4% |
| All | +232.9% | +486.0% | -253.1% | +114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling