+480.4%
VTV vs FIVE
+848.8%
-368.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | +2.3% | +2.4% | -0.1% | +1.9% |
| 30D | +3.8% | +15.8% | -12.1% | +1.3% |
| 3M | +1.7% | +3.8% | -2.1% | +0.8% |
| 6M | +10.9% | +18.5% | -7.6% | +7.1% |
| YTD | +21.7% | +31.2% | -9.5% | +15.2% |
| 1Y | +23.4% | +61.8% | -38.4% | +12.8% |
| 3Y | +78.0% | +39.9% | +38.1% | +59.4% |
| 5Y | +77.4% | +18.3% | +59.1% | +59.2% |
| 10Y | +230.4% | +510.0% | -279.6% | +122.0% |
| All | +480.4% | +848.8% | -368.4% | +263.8% |
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