+78.6%
VTV vs FIVE
+19.0%
+59.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | -0.4% | -0.5% | +0.1% | -0.4% |
| 30D | +3.9% | +17.4% | -13.5% | +1.8% |
| 3M | +2.6% | +7.0% | -4.5% | +1.5% |
| 6M | +11.5% | +20.5% | -8.9% | +8.4% |
| YTD | +22.3% | +33.1% | -10.8% | +17.0% |
| 1Y | +24.5% | +67.1% | -42.6% | +15.7% |
| 3Y | +78.8% | +41.9% | +36.9% | +65.4% |
| 5Y | +78.6% | +21.1% | +57.6% | +64.2% |
| All | +78.6% | +19.0% | +59.6% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling