+471.2%
VTV vs FIVE
+868.1%
-397.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -1.1% |
| 7D | +0.5% | +4.3% | -3.7% | -0.2% |
| 30D | +1.1% | +12.5% | -11.4% | -0.9% |
| 3M | +5.9% | +31.2% | -25.4% | +1.1% |
| 6M | +11.6% | +14.4% | -2.7% | +8.3% |
| YTD | +19.8% | +33.9% | -14.1% | +13.2% |
| 1Y | +26.2% | +65.1% | -38.8% | +14.9% |
| 3Y | +68.5% | +49.0% | +19.5% | +49.3% |
| 5Y | +79.9% | +30.3% | +49.6% | +58.6% |
| 10Y | +229.7% | +481.1% | -251.4% | +122.6% |
| All | +471.2% | +868.1% | -397.0% | +257.5% |
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