+78.5%
VTV vs FIVE
+40.0%
+38.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.9% | +2.7% | +0.3% | +2.7% |
| 30D | +3.8% | +12.7% | -8.9% | +2.7% |
| 3M | +1.6% | +2.1% | -0.5% | +1.2% |
| 6M | +11.2% | +17.5% | -6.3% | +9.3% |
| YTD | +22.0% | +31.0% | -9.0% | +18.5% |
| 1Y | +24.9% | +67.7% | -42.9% | +18.6% |
| 3Y | +78.5% | +43.4% | +35.1% | +61.4% |
| All | +78.5% | +40.0% | +38.5% | +61.4% |
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 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