+482.9%
VTV vs FIVE
+862.5%
-379.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +3.9% | +17.4% | -13.5% | +1.2% |
| 3M | +2.6% | +7.0% | -4.5% | +1.2% |
| 6M | +11.5% | +20.5% | -8.9% | +7.5% |
| YTD | +22.3% | +33.1% | -10.8% | +15.5% |
| 1Y | +24.5% | +67.1% | -42.6% | +13.2% |
| 3Y | +78.8% | +41.9% | +36.9% | +59.8% |
| 5Y | +78.6% | +21.1% | +57.6% | +59.7% |
| 10Y | +231.8% | +518.8% | -287.0% | +122.5% |
| All | +482.9% | +862.5% | -379.6% | +264.6% |
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