+23.5%
VTV vs FIVE
+69.1%
-45.6%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | -2.1% | +0.6% | -2.6% | -2.1% |
| 30D | -1.3% | +3.0% | -4.3% | -1.6% |
| 3M | +5.6% | +23.2% | -17.6% | +3.7% |
| 6M | +12.4% | +9.2% | +3.2% | +11.2% |
| YTD | +17.6% | +28.1% | -10.4% | +13.8% |
| 1Y | +23.5% | +65.3% | -41.8% | +15.9% |
| All | +23.5% | +69.1% | -45.6% | +15.9% |
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