+409.7%
VUG vs FIVE
+475.1%
-65.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +0.9% | +3.7% | -2.8% | 0.0% |
| 30D | -1.4% | +4.0% | -5.4% | -2.5% |
| 3M | +2.3% | +36.2% | -33.9% | -5.3% |
| 6M | +15.7% | +18.0% | -2.3% | +9.8% |
| YTD | +8.6% | +34.9% | -26.3% | -0.2% |
| 1Y | +14.1% | +67.9% | -53.9% | -1.1% |
| 3Y | +87.9% | +57.3% | +30.6% | +55.2% |
| 5Y | +76.3% | +39.5% | +36.8% | +45.5% |
| 10Y | +409.7% | +496.4% | -86.7% | +220.3% |
| All | +409.7% | +475.1% | -65.4% | +220.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling